+172.1%
GM vs PBF
+56.6%
+115.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.8% |
| 7D | -1.1% | +2.3% | -3.4% | -1.2% |
| 30D | -3.4% | +11.6% | -15.0% | -4.3% |
| 3M | +8.7% | +81.7% | -73.1% | +3.2% |
| 6M | +15.4% | +96.4% | -81.0% | +7.3% |
| YTD | +6.6% | +189.5% | -182.9% | -6.9% |
| 1Y | +51.5% | +180.7% | -129.3% | +30.9% |
| All | +172.1% | +56.6% | +115.4% | +148.9% |
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