+341.8%
PBF vs PPG
+26.9%
+314.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +5.3% | -6.2% | +11.6% | +9.6% |
| 30D | +11.7% | -7.9% | +19.7% | +17.6% |
| 3M | +91.1% | -10.2% | +101.3% | +100.7% |
| 6M | +88.4% | +2.7% | +85.8% | +72.4% |
| YTD | +194.1% | +4.9% | +189.2% | +160.5% |
| 1Y | +180.4% | -3.2% | +183.6% | +160.9% |
| 3Y | +59.3% | -17.0% | +76.3% | +61.5% |
| 5Y | +816.3% | -23.3% | +839.6% | +812.5% |
| All | +341.8% | +26.9% | +314.9% | +163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling