+24.4%
GH vs PBF
+817.4%
-793.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -0.2% | +1.4% | -1.5% | -0.3% |
| 30D | -2.6% | +15.8% | -18.5% | -4.1% |
| 3M | +25.1% | +90.3% | -65.2% | +17.2% |
| 6M | +78.5% | +102.8% | -24.3% | +64.3% |
| YTD | +59.4% | +187.3% | -128.0% | +39.7% |
| 1Y | +173.9% | +161.8% | +12.0% | +141.5% |
| 3Y | +382.7% | +55.5% | +327.3% | +337.9% |
| 5Y | +24.4% | +801.9% | -777.5% | -1.2% |
| All | +24.4% | +817.4% | -793.0% | -1.2% |
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