+56.0%
PBF vs GAP
+113.8%
-57.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +2.4% | +1.7% | +0.6% | +2.1% |
| 30D | +24.9% | +9.3% | +15.5% | +22.7% |
| 3M | +81.9% | +6.1% | +75.8% | +79.0% |
| 6M | +79.4% | -2.3% | +81.7% | +76.8% |
| YTD | +188.3% | -10.6% | +198.9% | +189.5% |
| 1Y | +177.3% | -4.4% | +181.7% | +172.6% |
| 3Y | +56.0% | +118.3% | -62.3% | +31.3% |
| All | +56.0% | +113.8% | -57.8% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling