+56.8%
PBF vs GME
+14.2%
+42.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.7% |
| 7D | +2.3% | +6.0% | -3.7% | +2.1% |
| 30D | +11.6% | +8.3% | +3.2% | +11.3% |
| 3M | +81.7% | -9.1% | +90.8% | +82.2% |
| 6M | +96.4% | -16.3% | +112.8% | +97.2% |
| YTD | +189.5% | +1.5% | +187.9% | +188.3% |
| 1Y | +180.7% | -16.3% | +197.1% | +181.3% |
| All | +56.8% | +14.2% | +42.6% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling