+152.0%
GE vs PBF
+351.3%
-199.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | -11.3% | +15.8% | -27.1% | -13.7% |
| 3M | -1.4% | +90.3% | -91.7% | -13.3% |
| 6M | +1.2% | +102.8% | -101.6% | -13.7% |
| YTD | +5.9% | +187.3% | -181.4% | -16.6% |
| 1Y | +18.4% | +161.8% | -143.4% | -6.2% |
| 3Y | +271.0% | +55.5% | +215.5% | +211.8% |
| 5Y | +417.9% | +801.9% | -384.0% | +167.4% |
| 10Y | +152.0% | +362.2% | -210.3% | +27.1% |
| All | +152.0% | +351.3% | -199.4% | +27.1% |
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