+59.3%
PBF vs GFI
+287.6%
-228.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | +5.3% | -4.9% | +10.2% | +5.2% |
| 30D | +11.7% | +10.7% | +1.0% | +11.9% |
| 3M | +91.1% | +25.6% | +65.5% | +91.4% |
| 6M | +88.4% | -8.3% | +96.7% | +90.4% |
| YTD | +194.1% | +6.3% | +187.7% | +189.8% |
| 1Y | +180.4% | +22.1% | +158.3% | +170.3% |
| 3Y | +59.3% | +289.2% | -229.9% | +30.2% |
| All | +59.3% | +287.6% | -228.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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