+25.3%
GPN vs PBF
+374.8%
-349.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -4.6% | +5.3% | -9.9% | -5.4% |
| 30D | -0.3% | +11.7% | -12.0% | -2.1% |
| 3M | +35.4% | +91.1% | -55.6% | +21.2% |
| 6M | +21.7% | +88.4% | -66.8% | +7.9% |
| YTD | +14.9% | +194.1% | -179.2% | -6.2% |
| 1Y | +3.2% | +180.4% | -177.2% | -16.0% |
| 3Y | -27.1% | +59.3% | -86.5% | -37.2% |
| 5Y | -44.4% | +816.3% | -860.6% | -66.4% |
| All | +25.3% | +374.8% | -349.5% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling