+77.2%
PBF vs GEN
+67.9%
+9.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | +6.5% | +2.0% | +4.4% | +6.2% |
| 30D | -20.0% | +27.7% | -47.7% | -22.7% |
| 3M | -3.3% | +3.3% | -6.6% | -4.3% |
| 6M | +76.8% | +31.8% | +45.0% | +67.2% |
| YTD | +168.9% | +13.5% | +155.4% | +165.2% |
| 1Y | +96.4% | +16.0% | +80.3% | +92.2% |
| 3Y | +77.2% | +70.6% | +6.6% | +55.9% |
| All | +77.2% | +67.9% | +9.3% | +55.9% |
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