+12.1%
GS vs PBF
+94.2%
-82.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -3.2% | -13.8% | +10.5% | -3.6% |
| 30D | -2.4% | -19.6% | +17.2% | -3.0% |
| 3M | -15.7% | +10.3% | -26.0% | -15.2% |
| 6M | -6.8% | +63.4% | -70.2% | -3.2% |
| YTD | -0.1% | +152.6% | -152.7% | +2.1% |
| 1Y | +12.1% | +87.4% | -75.3% | +15.6% |
| All | +12.1% | +94.2% | -82.1% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling