+56.8%
PBF vs PPG
-17.7%
+74.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +0.8% |
| 7D | +2.3% | -5.1% | +7.5% | +2.6% |
| 30D | +11.6% | -9.6% | +21.1% | +12.1% |
| 3M | +81.7% | -6.4% | +88.2% | +81.3% |
| 6M | +96.4% | +0.5% | +95.9% | +91.8% |
| YTD | +189.5% | +4.4% | +185.0% | +175.1% |
| 1Y | +180.7% | -0.9% | +181.6% | +171.9% |
| All | +56.8% | -17.7% | +74.5% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling