+1,436.1%
PGR vs PBF
+318.7%
+1,117.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -3.4% | +2.3% | -5.8% | -3.6% |
| 30D | +1.8% | +11.6% | -9.8% | +0.9% |
| 3M | +5.9% | +81.7% | -75.8% | +0.9% |
| 6M | +4.6% | +96.4% | -91.9% | -1.3% |
| YTD | +1.1% | +189.5% | -188.4% | -7.7% |
| 1Y | -6.6% | +180.7% | -187.3% | -14.8% |
| 3Y | +74.2% | +56.6% | +17.6% | +63.0% |
| 5Y | +159.5% | +802.0% | -642.5% | +103.5% |
| 10Y | +813.4% | +365.7% | +447.8% | +581.4% |
| All | +1,436.1% | +318.7% | +1,117.4% | +1,047.3% |
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