+334.9%
PBF vs GAP
+27.6%
+307.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +1.5% |
| 7D | +2.3% | -6.3% | +8.6% | +4.6% |
| 30D | +11.6% | -0.2% | +11.8% | +11.1% |
| 3M | +81.7% | 0.0% | +81.7% | +79.5% |
| 6M | +96.4% | -8.1% | +104.6% | +94.9% |
| YTD | +189.5% | -16.5% | +205.9% | +196.1% |
| 1Y | +180.7% | -10.5% | +191.2% | +177.1% |
| 3Y | +56.6% | +104.0% | -47.3% | -2.3% |
| 5Y | +802.0% | +6.8% | +795.2% | +566.4% |
| All | +334.9% | +27.6% | +307.3% | +143.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling