+331.7%
PBF vs PFGC
+300.0%
+31.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.4% | -3.7% | +5.1% | +3.2% |
| 30D | +15.8% | -16.0% | +31.8% | +25.2% |
| 3M | +90.3% | -4.1% | +94.4% | +92.2% |
| 6M | +102.8% | +8.7% | +94.1% | +88.3% |
| YTD | +187.3% | +6.4% | +181.0% | +166.1% |
| 1Y | +161.8% | -8.4% | +170.2% | +160.5% |
| 3Y | +55.5% | +61.8% | -6.3% | +13.9% |
| 5Y | +801.9% | +108.7% | +693.2% | +433.9% |
| All | +331.7% | +300.0% | +31.7% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling