+111.0%
PBF vs PPG
+38.5%
+72.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.0% | -11.6% | -3.7% |
| 7D | -0.9% | +7.5% | -8.4% | +3.8% |
| 30D | -13.7% | +20.9% | -34.6% | -3.2% |
| 3M | +10.6% | +8.7% | +1.9% | +17.0% |
| 6M | +61.2% | +23.8% | +37.3% | +86.0% |
| YTD | +172.7% | +26.5% | +146.2% | +210.9% |
| 1Y | +111.0% | +37.6% | +73.4% | +151.8% |
| All | +111.0% | +38.5% | +72.6% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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