+0.3%
GLD vs PBF
+92.2%
-91.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +2.0% |
| 7D | +4.9% | -7.4% | +12.3% | +4.6% |
| 30D | -1.3% | -17.5% | +16.2% | -1.9% |
| 3M | -4.8% | +13.1% | -17.9% | -4.3% |
| 6M | -12.5% | +72.6% | -85.1% | -10.6% |
| YTD | -4.2% | +161.2% | -165.4% | -5.7% |
| All | +0.3% | +92.2% | -91.9% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling