+718.6%
PBF vs GEN
+24.6%
+694.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | +4.3% | -1.2% | +5.5% | +4.5% |
| 30D | +22.0% | +10.1% | +11.8% | +19.7% |
| 3M | +74.5% | +16.1% | +58.4% | +69.2% |
| 6M | +67.7% | +38.9% | +28.8% | +56.4% |
| YTD | +179.2% | +14.4% | +164.7% | +171.7% |
| 1Y | +170.0% | +5.9% | +164.1% | +167.5% |
| 3Y | +66.4% | +58.8% | +7.6% | +50.4% |
| All | +718.6% | +24.6% | +694.0% | +618.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling