+3.4%
GEHC vs PBF
+62.4%
-58.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.2% |
| 7D | -5.2% | +2.4% | -7.5% | -5.3% |
| 30D | -7.0% | +24.9% | -31.8% | -8.0% |
| 3M | +3.3% | +81.9% | -78.5% | -0.2% |
| 6M | -10.0% | +79.4% | -89.4% | -13.6% |
| YTD | -18.5% | +188.3% | -206.8% | -26.4% |
| 1Y | -14.4% | +177.3% | -191.7% | -23.4% |
| 3Y | +3.4% | +56.0% | -52.6% | -8.2% |
| All | +3.4% | +62.4% | -58.9% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling