+256.8%
PBF vs PFGC
+419.1%
-162.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +4.3% | -2.2% | +6.5% | +5.4% |
| 30D | +22.0% | -11.9% | +33.9% | +28.7% |
| 3M | +74.5% | +5.0% | +69.5% | +68.7% |
| 6M | +67.7% | +8.6% | +59.1% | +56.3% |
| YTD | +179.2% | +9.7% | +169.5% | +155.5% |
| 1Y | +170.0% | -6.3% | +176.3% | +166.1% |
| 3Y | +66.4% | +58.2% | +8.2% | +24.5% |
| 5Y | +764.5% | +110.4% | +654.1% | +419.7% |
| 10Y | +358.5% | +272.8% | +85.8% | +136.1% |
| All | +256.8% | +419.1% | -162.3% | +74.4% |
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 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