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  • PBR vs PFGC✓SelectedUSD · PFGCPBR vs PFGC performance historyLatest closeAs of+3.53%09/08
Stock and ETF performance explorer

PBR vs PFGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,588.5%
PFGC return
+409.4%
Excess return
+1,179.1%
Maximum drawdown
-75.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioPFGCExcessAlpha
1D+3.5%-1.9%+5.4%+4.2%
7D+2.5%-2.4%+4.9%+3.3%
30D+19.4%-15.8%+35.1%+26.6%
3M+20.8%-0.6%+21.4%+20.3%
6M+23.5%+10.7%+12.8%+17.3%
YTD+83.4%+7.6%+75.8%+74.6%
1Y+77.6%-7.8%+85.4%+78.7%
3Y+99.9%+63.7%+36.1%+58.6%
5Y+567.7%+112.3%+455.5%+355.4%
10Y+621.5%+286.7%+334.8%+258.6%
All+1,588.5%+409.4%+1,179.1%+590.8%

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