+40.3%
GEHC vs PBF
+104.8%
-64.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.8% | -0.3% |
| 7D | +3.7% | -15.3% | +19.0% | +4.2% |
| 30D | +27.3% | -21.8% | +49.1% | +28.2% |
| 3M | +14.7% | -0.2% | +15.0% | +14.3% |
| 6M | +31.9% | +63.6% | -31.7% | +28.1% |
| YTD | +2.2% | +147.5% | -145.3% | -5.9% |
| 1Y | +14.1% | +69.8% | -55.8% | +8.9% |
| 3Y | +21.0% | +65.3% | -44.3% | +7.0% |
| All | +40.3% | +104.8% | -64.4% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling