+632.4%
GEV vs PBF
+54.3%
+578.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.5% |
| 7D | +1.6% | +5.3% | -3.7% | +1.4% |
| 30D | -7.9% | +11.7% | -19.7% | -8.5% |
| 3M | +5.6% | +91.1% | -85.5% | +2.8% |
| 6M | +13.1% | +88.4% | -75.4% | +9.4% |
| YTD | +46.7% | +194.1% | -147.3% | +34.6% |
| 1Y | +51.3% | +180.4% | -129.1% | +38.7% |
| All | +632.4% | +54.3% | +578.2% | +554.7% |
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