+801.9%
PBF vs GAP
+6.6%
+795.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.5% |
| 7D | +1.4% | -3.2% | +4.5% | +2.0% |
| 30D | +15.8% | -0.7% | +16.5% | +15.7% |
| 3M | +90.3% | -0.5% | +90.7% | +89.3% |
| 6M | +102.8% | -5.0% | +107.8% | +100.7% |
| YTD | +187.3% | -14.7% | +202.0% | +190.8% |
| 1Y | +161.8% | -8.6% | +170.5% | +159.6% |
| 3Y | +55.5% | +108.4% | -52.9% | +23.4% |
| 5Y | +801.9% | +5.8% | +796.1% | +744.0% |
| All | +801.9% | +6.6% | +795.3% | +744.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling