+313.6%
GE vs PBF
+258.1%
+55.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +1.6% |
| 7D | +5.4% | -15.3% | +20.7% | +8.2% |
| 30D | +9.6% | -21.8% | +31.4% | +13.7% |
| 3M | -7.7% | -0.2% | -7.5% | -8.7% |
| 6M | +14.0% | +63.6% | -49.6% | +2.2% |
| YTD | +10.2% | +147.5% | -137.4% | -10.9% |
| 1Y | +8.9% | +69.8% | -60.9% | -5.8% |
| 3Y | +273.7% | +65.3% | +208.4% | +209.3% |
| 5Y | +410.2% | +393.4% | +16.8% | +212.2% |
| 10Y | +157.4% | +240.3% | -82.9% | +36.6% |
| All | +313.6% | +258.1% | +55.5% | +97.3% |
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