+223.7%
PBF vs GLXY
-38.3%
+262.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.2% | -2.8% | +3.4% |
| 7D | -7.4% | -0.5% | -6.8% | -7.2% |
| 30D | -17.5% | -28.6% | +11.2% | -17.9% |
| 3M | +13.1% | -28.1% | +41.2% | +12.4% |
| 6M | +72.6% | -52.0% | +124.6% | +69.0% |
| YTD | +161.2% | -35.1% | +196.3% | +153.1% |
| 1Y | +93.3% | -54.0% | +147.4% | +87.3% |
| All | +223.7% | -38.3% | +262.0% | +223.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling