+334.9%
PBF vs GME
+271.8%
+63.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | +2.3% | +6.0% | -3.7% | +1.7% |
| 30D | +11.6% | +8.3% | +3.2% | +10.6% |
| 3M | +81.7% | -9.1% | +90.8% | +83.3% |
| 6M | +96.4% | -16.3% | +112.8% | +98.9% |
| YTD | +189.5% | +1.5% | +187.9% | +187.0% |
| 1Y | +180.7% | -16.3% | +197.1% | +183.3% |
| 3Y | +56.6% | +15.1% | +41.5% | +33.8% |
| 5Y | +802.0% | -57.2% | +859.1% | +696.8% |
| All | +334.9% | +271.8% | +63.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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