+19.4%
GLD vs PBF
+176.6%
-157.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -1.7% |
| 7D | +0.7% | +2.4% | -1.6% | +0.8% |
| 30D | +0.3% | +24.9% | -24.6% | +0.6% |
| 3M | +0.6% | +81.9% | -81.2% | +1.3% |
| 6M | -15.6% | +79.4% | -95.0% | -15.3% |
| YTD | +0.9% | +188.3% | -187.4% | -2.5% |
| 1Y | +19.4% | +177.3% | -157.9% | +15.8% |
| All | +19.4% | +176.6% | -157.2% | +15.8% |
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 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