+234.6%
PBF vs PFGC
+485.3%
-250.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | -4.0% | +1.5% | -5.5% | -4.6% |
| 30D | -18.0% | +17.4% | -35.4% | -24.7% |
| 3M | +0.9% | -2.4% | +3.3% | +0.3% |
| 6M | +65.7% | +18.2% | +47.5% | +49.3% |
| YTD | +161.9% | +23.7% | +138.2% | +123.7% |
| 1Y | +77.8% | +15.0% | +62.8% | +57.3% |
| 3Y | +74.9% | +82.3% | -7.5% | +21.1% |
| 5Y | +423.4% | +131.9% | +291.5% | +196.9% |
| 10Y | +255.2% | +353.0% | -97.8% | +68.7% |
| All | +234.6% | +485.3% | -250.7% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling