+38.6%
GEHC vs PBF
+116.6%
-78.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.8% | -7.1% | -1.4% |
| 7D | -3.7% | -4.0% | +0.2% | -3.6% |
| 30D | +22.0% | -18.0% | +40.0% | +22.7% |
| 3M | +13.6% | +0.9% | +12.7% | +13.2% |
| 6M | +34.0% | +65.7% | -31.7% | +30.2% |
| YTD | +0.9% | +161.9% | -161.0% | -7.2% |
| 1Y | +12.7% | +77.8% | -65.0% | +7.6% |
| 3Y | +19.4% | +74.9% | -55.4% | +5.4% |
| All | +38.6% | +116.6% | -78.1% | +16.9% |
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