+627.7%
GEV vs PBF
+50.7%
+576.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.1% |
| 7D | +3.2% | +1.4% | +1.8% | +3.1% |
| 30D | -4.0% | +15.8% | -19.9% | -4.7% |
| 3M | +3.4% | +90.3% | -86.9% | +0.7% |
| 6M | +14.7% | +102.8% | -88.1% | +10.2% |
| YTD | +45.8% | +187.3% | -141.5% | +33.9% |
| 1Y | +57.4% | +161.8% | -104.5% | +45.1% |
| All | +627.7% | +50.7% | +576.9% | +551.2% |
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 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