+157.3%
GS vs PBF
+467.1%
-309.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.7% | +10.2% | +4.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | +3.9% | -13.7% | +17.6% | +5.1% |
| 3M | -11.4% | +10.6% | -22.1% | -12.9% |
| 6M | +3.7% | +61.2% | -57.5% | -2.6% |
| YTD | +7.1% | +172.7% | -165.6% | -7.4% |
| 1Y | +19.7% | +111.0% | -91.4% | +6.8% |
| 3Y | +202.8% | +73.6% | +129.3% | +162.1% |
| All | +157.3% | +467.1% | -309.8% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling