+39.3%
GEHC vs PBF
+122.5%
-83.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | +0.8% | +6.5% | -5.7% | +0.6% |
| 30D | +21.3% | -20.0% | +41.3% | +22.1% |
| 3M | +12.6% | -3.3% | +15.9% | +12.4% |
| 6M | +34.3% | +76.8% | -42.5% | +30.1% |
| YTD | +1.4% | +168.9% | -167.5% | -6.8% |
| 1Y | +12.5% | +96.4% | -83.9% | +6.4% |
| 3Y | +19.2% | +77.2% | -58.0% | +5.2% |
| All | +39.3% | +122.5% | -83.2% | +17.4% |
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