+415.4%
PBF vs GME
-49.3%
+464.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +2.0% | +2.2% |
| 7D | +4.3% | +6.0% | -1.7% | +4.0% |
| 30D | -21.8% | -5.9% | -15.9% | -21.6% |
| 3M | +1.7% | +38.2% | -36.5% | +0.3% |
| 6M | +69.8% | +14.5% | +55.3% | +68.6% |
| YTD | +167.7% | +27.6% | +140.1% | +163.8% |
| 1Y | +89.0% | +19.9% | +69.0% | +86.6% |
| 3Y | +78.8% | +104.3% | -25.5% | +63.3% |
| 5Y | +415.4% | -49.3% | +464.7% | +404.4% |
| All | +415.4% | -49.3% | +464.7% | +404.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling