+343.4%
PBF vs PPG
+119.0%
+224.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.1% |
| 7D | +1.4% | -3.7% | +5.1% | +3.7% |
| 30D | +15.8% | -7.2% | +23.1% | +21.3% |
| 3M | +90.3% | -7.3% | +97.6% | +95.0% |
| 6M | +102.8% | +0.3% | +102.6% | +89.4% |
| YTD | +187.3% | +6.5% | +180.8% | +153.4% |
| 1Y | +161.8% | +0.5% | +161.3% | +138.0% |
| 3Y | +55.5% | -15.3% | +70.8% | +55.5% |
| 5Y | +801.9% | -22.9% | +824.8% | +799.7% |
| 10Y | +362.2% | +28.4% | +333.8% | +199.6% |
| All | +343.4% | +119.0% | +224.4% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling