0.0%
PG vs PBF
+56.6%
-56.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.3% |
| 7D | -2.7% | +2.3% | -5.0% | -2.6% |
| 30D | -1.5% | +11.6% | -13.1% | -1.2% |
| 3M | -3.4% | +81.7% | -85.1% | -1.6% |
| 6M | -7.0% | +96.4% | -103.4% | -5.2% |
| YTD | +2.0% | +189.5% | -187.5% | +3.7% |
| 1Y | -6.5% | +180.7% | -187.2% | -5.0% |
| All | 0.0% | +56.6% | -56.6% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling