-27.1%
GPN vs PBF
+59.1%
-86.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -4.6% | +5.3% | -9.9% | -5.1% |
| 30D | -0.3% | +11.7% | -12.0% | -1.6% |
| 3M | +35.4% | +91.1% | -55.6% | +24.4% |
| 6M | +21.7% | +88.4% | -66.8% | +10.6% |
| YTD | +14.9% | +194.1% | -179.2% | -4.3% |
| 1Y | +3.2% | +180.4% | -177.2% | -14.7% |
| 3Y | -27.1% | +59.3% | -86.5% | -39.7% |
| All | -27.1% | +59.1% | -86.3% | -39.7% |
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