-24.3%
GEV vs PBF
+69.5%
-93.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | +3.7% | +6.5% | -2.7% | +2.7% |
| 30D | -14.7% | -20.0% | +5.3% | -12.7% |
| 3M | -23.4% | -3.3% | -20.1% | -22.8% |
| 6M | -24.3% | +76.8% | -101.1% | -9.5% |
| All | -24.3% | +69.5% | -93.8% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling