+620.7%
GEV vs PBF
+46.5%
+574.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +3.3% | +4.3% | -1.0% | +3.1% |
| 30D | -7.5% | +22.0% | -29.4% | -8.4% |
| 3M | -2.2% | +74.5% | -76.7% | -4.3% |
| 6M | +12.1% | +67.7% | -55.6% | +9.3% |
| YTD | +44.4% | +179.2% | -134.8% | +32.8% |
| 1Y | +57.7% | +170.0% | -112.3% | +44.4% |
| All | +620.7% | +46.5% | +574.3% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling