+177.3%
PBF vs GLXY
+13.9%
+163.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.5% | +3.3% |
| 7D | +2.4% | +15.5% | -13.1% | +2.5% |
| 30D | +24.9% | +34.1% | -9.2% | +25.0% |
| 3M | +81.9% | -11.3% | +93.2% | +79.0% |
| 6M | +79.4% | +31.6% | +47.8% | +75.9% |
| YTD | +188.3% | +21.0% | +167.3% | +176.7% |
| 1Y | +177.3% | +11.7% | +165.6% | +160.1% |
| All | +177.3% | +13.9% | +163.3% | +160.1% |
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