+325.2%
GPN vs PBF
+317.1%
+8.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.3% | -6.6% | -3.9% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | +3.8% | +24.9% | -21.0% | 0.0% |
| 3M | +39.2% | +81.9% | -42.7% | +25.0% |
| 6M | +17.9% | +79.4% | -61.5% | +4.8% |
| YTD | +16.4% | +188.3% | -172.0% | -5.2% |
| 1Y | +3.6% | +177.3% | -173.6% | -16.0% |
| 3Y | -26.7% | +56.0% | -82.7% | -36.8% |
| 5Y | -44.8% | +804.0% | -848.8% | -67.0% |
| 10Y | +24.1% | +334.1% | -310.0% | -31.9% |
| All | +325.2% | +317.1% | +8.1% | +134.0% |
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