+152.0%
GE vs PBF
+260.7%
-108.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.7% | +6.5% | -3.8% | +1.5% |
| 30D | +8.1% | -20.0% | +28.1% | +11.9% |
| 3M | -7.9% | -3.3% | -4.5% | -8.3% |
| 6M | +12.9% | +76.8% | -63.9% | -0.8% |
| YTD | +8.2% | +168.9% | -160.8% | -14.9% |
| 1Y | +9.7% | +96.4% | -86.7% | -8.4% |
| 3Y | +266.1% | +77.2% | +188.9% | +196.0% |
| 5Y | +407.4% | +417.7% | -10.4% | +195.1% |
| All | +152.0% | +260.7% | -108.8% | +28.6% |
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