+330.8%
PBF vs GAP
+10.8%
+320.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +4.3% | -4.5% | +8.8% | +5.8% |
| 30D | +22.0% | +9.0% | +12.9% | +18.0% |
| 3M | +74.5% | +5.0% | +69.5% | +69.6% |
| 6M | +67.7% | -17.8% | +85.5% | +73.2% |
| YTD | +179.2% | -10.4% | +189.6% | +178.9% |
| 1Y | +170.0% | -3.4% | +173.4% | +160.2% |
| 3Y | +66.4% | +111.5% | -45.1% | +5.9% |
| 5Y | +764.5% | +8.8% | +755.7% | +549.6% |
| 10Y | +358.5% | +32.9% | +325.6% | +159.6% |
| All | +330.8% | +10.8% | +320.0% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling