-0.9%
GD vs PBF
+90.7%
-91.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.8% |
| 7D | -5.3% | +4.3% | -9.5% | -5.2% |
| 30D | -6.4% | +22.0% | -28.4% | -5.9% |
| 3M | +5.7% | +74.5% | -68.8% | +7.4% |
| 6M | -0.9% | +67.7% | -68.6% | +0.8% |
| All | -0.9% | +90.7% | -91.6% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling