+200.7%
PG vs PBF
+315.6%
-115.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -3.4% | +1.4% | -4.8% | -3.4% |
| 30D | -2.6% | +15.8% | -18.4% | -3.0% |
| 3M | -3.3% | +90.3% | -93.6% | -5.1% |
| 6M | -6.7% | +102.8% | -109.5% | -8.8% |
| YTD | +1.7% | +187.3% | -185.6% | -1.9% |
| 1Y | -7.9% | +161.8% | -169.8% | -11.1% |
| 3Y | +0.9% | +55.5% | -54.5% | -1.6% |
| 5Y | +12.6% | +801.9% | -789.3% | -0.2% |
| 10Y | +117.2% | +362.2% | -245.1% | +82.1% |
| All | +200.7% | +315.6% | -115.0% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling