+80.7%
PBF vs GEN
+63.2%
+17.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -7.4% | -0.3% | -7.1% | -7.4% |
| 30D | -17.5% | +28.2% | -45.6% | -20.3% |
| 3M | +13.1% | +2.6% | +10.5% | +12.0% |
| 6M | +72.6% | +32.7% | +40.0% | +62.8% |
| YTD | +161.2% | +11.3% | +149.9% | +158.2% |
| 1Y | +93.3% | +17.9% | +75.4% | +87.7% |
| 3Y | +80.7% | +66.3% | +14.4% | +64.3% |
| All | +80.7% | +63.2% | +17.4% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling