+111.0%
PBF vs GLXY
-57.6%
+168.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -17.0% | +10.3% | -6.7% |
| 7D | -0.9% | -26.8% | +25.9% | -1.4% |
| 30D | -13.7% | -38.3% | +24.6% | -14.4% |
| 3M | +10.6% | -36.9% | +47.5% | +9.8% |
| 6M | +61.2% | -52.1% | +113.3% | +56.7% |
| YTD | +172.7% | -37.5% | +210.2% | +153.5% |
| 1Y | +111.0% | -55.2% | +166.2% | +100.4% |
| All | +111.0% | -57.6% | +168.6% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling