+310.7%
GE vs PBF
+277.8%
+32.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.4% | +0.4% | +3.2% |
| 7D | +6.3% | -7.4% | +13.6% | +7.5% |
| 30D | +8.9% | -17.5% | +26.3% | +12.0% |
| 3M | -9.2% | +13.1% | -22.3% | -12.0% |
| 6M | +13.2% | +72.6% | -59.4% | +0.6% |
| YTD | +9.4% | +161.2% | -151.8% | -12.2% |
| 1Y | +9.8% | +93.3% | -83.5% | -7.2% |
| 3Y | +278.2% | +80.7% | +197.5% | +208.2% |
| 5Y | +396.0% | +396.1% | -0.1% | +204.1% |
| 10Y | +162.4% | +252.3% | -89.9% | +38.3% |
| All | +310.7% | +277.8% | +32.8% | +94.3% |
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