-43.7%
GPN vs PBF
+799.3%
-843.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -4.3% | +5.3% | -9.6% | -4.9% |
| 30D | 0.0% | +11.7% | -11.7% | -1.5% |
| 3M | +35.8% | +91.1% | -55.3% | +24.0% |
| 6M | +22.0% | +88.4% | -66.4% | +10.4% |
| YTD | +15.2% | +194.1% | -178.8% | -3.5% |
| 1Y | +3.5% | +180.4% | -176.9% | -13.6% |
| 3Y | -26.9% | +59.3% | -86.3% | -36.9% |
| All | -43.7% | +799.3% | -843.0% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling