+330.8%
PBF vs GEN
+360.1%
-29.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.8% |
| 7D | +4.3% | -1.2% | +5.5% | +4.6% |
| 30D | +22.0% | +10.1% | +11.8% | +18.8% |
| 3M | +74.5% | +16.1% | +58.4% | +67.3% |
| 6M | +67.7% | +38.9% | +28.8% | +51.9% |
| YTD | +179.2% | +14.4% | +164.7% | +165.8% |
| 1Y | +170.0% | +5.9% | +164.1% | +162.3% |
| 3Y | +66.4% | +58.8% | +7.6% | +42.4% |
| 5Y | +764.5% | +24.7% | +739.8% | +667.3% |
| 10Y | +358.5% | +163.1% | +195.4% | +201.5% |
| All | +330.8% | +360.1% | -29.3% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling