+250.9%
PBF vs PFGC
+351.0%
-100.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +6.5% | +3.4% | +3.0% | +4.8% |
| 30D | -20.0% | +16.9% | -36.9% | -26.6% |
| 3M | -3.3% | +6.4% | -9.7% | -7.7% |
| 6M | +76.8% | +16.0% | +60.8% | +60.2% |
| YTD | +168.9% | +23.6% | +145.3% | +128.4% |
| 1Y | +96.4% | +16.6% | +79.8% | +71.5% |
| 3Y | +77.2% | +82.3% | -5.1% | +20.9% |
| 5Y | +417.7% | +138.7% | +279.0% | +182.1% |
| All | +250.9% | +351.0% | -100.1% | +67.6% |
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