+436.7%
GE vs PBF
+735.5%
-298.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -0.9% |
| 7D | +1.2% | +2.4% | -1.2% | +1.0% |
| 30D | -9.5% | +24.9% | -34.4% | -11.1% |
| 3M | +4.1% | +81.9% | -77.7% | -1.3% |
| 6M | +3.9% | +79.4% | -75.4% | -2.3% |
| YTD | +9.0% | +188.3% | -179.3% | -3.5% |
| 1Y | +21.9% | +177.3% | -155.3% | +7.6% |
| 3Y | +281.8% | +56.0% | +225.8% | +250.2% |
| 5Y | +436.7% | +804.0% | -367.3% | +254.1% |
| All | +436.7% | +735.5% | -298.8% | +254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling