+361.0%
GM vs PBF
+317.1%
+43.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.8% |
| 7D | +0.4% | +2.4% | -2.0% | 0.0% |
| 30D | -1.8% | +24.9% | -26.7% | -5.8% |
| 3M | +2.6% | +81.9% | -79.2% | -8.7% |
| 6M | +14.6% | +79.4% | -64.8% | +0.5% |
| YTD | +6.2% | +188.3% | -182.1% | -15.3% |
| 1Y | +48.7% | +177.3% | -128.6% | +17.7% |
| 3Y | +168.3% | +56.0% | +112.3% | +127.8% |
| 5Y | +82.8% | +804.0% | -721.2% | +1.7% |
| 10Y | +226.2% | +334.1% | -107.9% | +70.9% |
| All | +361.0% | +317.1% | +43.9% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling