+161.8%
PBF vs GEN
+0.6%
+161.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +1.3% |
| 30D | +15.8% | +2.1% | +13.8% | +16.0% |
| 3M | +90.3% | +19.7% | +70.6% | +90.7% |
| 6M | +102.8% | +33.3% | +69.6% | +107.5% |
| YTD | +187.3% | +11.1% | +176.2% | +194.0% |
| 1Y | +161.8% | +3.0% | +158.8% | +172.1% |
| All | +161.8% | +0.6% | +161.2% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling