+68.1%
PBF vs PFGC
+14.0%
+54.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.5% |
| 7D | -15.3% | +15.0% | -30.3% | -9.1% |
| 30D | -21.8% | +17.0% | -38.8% | -15.3% |
| 3M | -0.2% | -2.5% | +2.2% | -0.4% |
| 6M | +63.6% | +19.2% | +44.4% | +80.2% |
| YTD | +147.5% | +23.4% | +124.1% | +167.5% |
| All | +68.1% | +14.0% | +54.0% | +83.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling