+312.0%
GE vs PBF
+303.9%
+8.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -1.6% | +4.3% | -5.9% | -2.3% |
| 30D | -11.6% | +22.0% | -33.5% | -14.7% |
| 3M | +3.0% | +74.5% | -71.5% | -7.6% |
| 6M | -0.5% | +67.7% | -68.2% | -11.8% |
| YTD | +9.7% | +179.2% | -169.4% | -12.2% |
| 1Y | +20.0% | +170.0% | -150.0% | -4.5% |
| 3Y | +275.8% | +66.4% | +209.5% | +213.4% |
| 5Y | +429.1% | +764.5% | -335.4% | +188.3% |
| 10Y | +151.2% | +358.5% | -207.3% | +28.4% |
| All | +312.0% | +303.9% | +8.1% | +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