+304.1%
PBF vs GAP
+7.1%
+297.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.0% | +7.8% | +6.5% |
| 7D | -4.0% | -9.3% | +5.4% | -0.8% |
| 30D | -18.0% | -5.5% | -12.5% | -16.7% |
| 3M | +0.9% | +3.5% | -2.6% | -1.3% |
| 6M | +65.7% | +0.7% | +65.0% | +60.6% |
| YTD | +161.9% | -13.4% | +175.2% | +162.8% |
| 1Y | +77.8% | -7.7% | +85.4% | +73.5% |
| 3Y | +74.9% | +74.4% | +0.4% | +20.2% |
| 5Y | +423.4% | +5.3% | +418.1% | +295.8% |
| 10Y | +255.2% | +4.7% | +250.5% | +110.8% |
| All | +304.1% | +7.1% | +297.0% | +141.1% |
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