+334.9%
PBF vs PFGC
+294.6%
+40.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.4% |
| 7D | +2.3% | -4.8% | +7.2% | +4.7% |
| 30D | +11.6% | -17.2% | +28.8% | +21.4% |
| 3M | +81.7% | -6.3% | +88.1% | +85.6% |
| 6M | +96.4% | +8.8% | +87.6% | +82.3% |
| YTD | +189.5% | +4.9% | +184.5% | +169.8% |
| 1Y | +180.7% | -9.5% | +190.2% | +180.9% |
| 3Y | +56.6% | +59.6% | -3.0% | +15.5% |
| 5Y | +802.0% | +113.5% | +688.5% | +426.9% |
| All | +334.9% | +294.6% | +40.3% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling