+116.1%
PG vs PBF
+374.8%
-258.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.6% |
| 7D | -0.8% | +5.3% | -6.1% | -0.9% |
| 30D | +0.8% | +11.7% | -10.9% | +0.6% |
| 3M | -1.3% | +91.1% | -92.4% | -2.8% |
| 6M | -3.8% | +88.4% | -92.3% | -5.4% |
| YTD | +3.6% | +194.1% | -190.4% | +0.5% |
| 1Y | -5.7% | +180.4% | -186.1% | -8.6% |
| 3Y | +1.6% | +59.3% | -57.7% | -0.6% |
| 5Y | +14.6% | +816.3% | -801.7% | +2.9% |
| All | +116.1% | +374.8% | -258.7% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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