+486.7%
GS vs PBF
+276.6%
+210.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.2% | -13.8% | +10.5% | -0.8% |
| 30D | -2.4% | -19.6% | +17.2% | +0.9% |
| 3M | -15.7% | +10.3% | -26.0% | -18.1% |
| 6M | -6.8% | +63.4% | -70.2% | -16.3% |
| YTD | -0.1% | +152.6% | -152.7% | -19.2% |
| 1Y | +12.1% | +87.4% | -75.3% | -4.5% |
| 3Y | +185.8% | +63.3% | +122.5% | +138.2% |
| 5Y | +140.1% | +412.5% | -272.4% | +47.1% |
| All | +486.7% | +276.6% | +210.1% | +203.4% |
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