+438.8%
GS vs PBF
+260.7%
+178.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +5.9% | +6.5% | -0.6% | +4.7% |
| 30D | +4.3% | -20.0% | +24.3% | +8.0% |
| 3M | -11.7% | -3.3% | -8.3% | -12.0% |
| 6M | -3.2% | +76.8% | -80.0% | -14.1% |
| YTD | +5.8% | +168.9% | -163.1% | -15.3% |
| 1Y | +16.0% | +96.4% | -80.3% | -1.8% |
| 3Y | +199.8% | +77.2% | +122.6% | +146.5% |
| 5Y | +155.5% | +417.7% | -262.2% | +57.1% |
| All | +438.8% | +260.7% | +178.1% | +190.1% |
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 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