-34.4%
GIS vs PBF
+56.0%
-90.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.8% | -1.6% |
| 7D | -8.3% | +2.4% | -10.6% | -8.3% |
| 30D | +2.2% | +24.9% | -22.7% | +2.3% |
| 3M | +15.7% | +81.9% | -66.2% | +15.9% |
| 6M | -12.0% | +79.4% | -91.3% | -11.8% |
| YTD | -15.0% | +188.3% | -203.3% | -14.8% |
| 1Y | -20.1% | +177.3% | -197.4% | -20.1% |
| All | -34.4% | +56.0% | -90.4% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling