+478.5%
GS vs PBF
+299.9%
+178.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +4.1% |
| 7D | +0.8% | -7.4% | +8.2% | +2.1% |
| 30D | +1.2% | -17.5% | +18.7% | +4.2% |
| 3M | -12.4% | +13.1% | -25.5% | -15.1% |
| 6M | -2.3% | +72.6% | -75.0% | -13.0% |
| YTD | +4.6% | +161.2% | -156.6% | -15.8% |
| 1Y | +17.5% | +93.3% | -75.8% | -0.3% |
| 3Y | +202.0% | +80.7% | +121.4% | +147.4% |
| 5Y | +152.4% | +396.1% | -243.7% | +56.5% |
| 10Y | +478.5% | +252.3% | +226.3% | +212.4% |
| All | +478.5% | +299.9% | +178.6% | +212.4% |
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