+246.0%
PBF vs GLXY
+12.0%
+234.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +4.3% | +13.4% | -9.1% | +4.5% |
| 30D | +22.0% | +38.1% | -16.1% | +22.4% |
| 3M | +74.5% | -7.3% | +81.8% | +72.6% |
| 6M | +67.7% | +8.2% | +59.5% | +67.1% |
| YTD | +179.2% | +17.8% | +161.4% | +173.2% |
| 1Y | +170.0% | +14.9% | +155.1% | +164.9% |
| All | +246.0% | +12.0% | +234.0% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling