+111.0%
PBF vs GAP
+10.4%
+100.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.0% | -14.7% | -6.6% |
| 7D | -0.9% | +8.0% | -8.9% | -0.8% |
| 30D | -13.7% | +2.7% | -16.4% | -13.6% |
| 3M | +10.6% | +16.0% | -5.4% | +10.6% |
| 6M | +61.2% | +2.0% | +59.2% | +62.0% |
| YTD | +172.7% | -4.4% | +177.1% | +178.9% |
| 1Y | +111.0% | +9.2% | +101.8% | +113.0% |
| All | +111.0% | +10.4% | +100.6% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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