+9.3%
GEHC vs PBF
+137.7%
-128.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -7.6% | +1.4% | -9.0% | -7.7% |
| 30D | -10.7% | +15.8% | -26.5% | -11.2% |
| 3M | -1.2% | +90.3% | -91.5% | -4.3% |
| 6M | -13.7% | +102.8% | -116.6% | -17.6% |
| YTD | -20.4% | +187.3% | -207.8% | -26.9% |
| 1Y | -17.0% | +161.8% | -178.9% | -23.8% |
| 3Y | +0.9% | +55.5% | -54.5% | -10.6% |
| All | +9.3% | +137.7% | -128.4% | -7.9% |
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