+56.0%
PBF vs PFGC
+63.1%
-7.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.9% | +5.1% | +3.6% |
| 7D | +2.4% | -2.4% | +4.8% | +2.7% |
| 30D | +24.9% | -15.8% | +40.6% | +28.3% |
| 3M | +81.9% | -0.6% | +82.5% | +80.2% |
| 6M | +79.4% | +10.7% | +68.7% | +71.4% |
| YTD | +188.3% | +7.6% | +180.7% | +173.8% |
| 1Y | +177.3% | -7.8% | +185.1% | +184.2% |
| 3Y | +56.0% | +63.7% | -7.7% | +13.7% |
| All | +56.0% | +63.1% | -7.1% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling