+330.8%
PBF vs GME
+294.1%
+36.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | +4.3% | +7.2% | -2.9% | +3.6% |
| 30D | +22.0% | +0.8% | +21.2% | +21.8% |
| 3M | +74.5% | -14.0% | +88.5% | +77.0% |
| 6M | +67.7% | -19.7% | +87.4% | +70.5% |
| YTD | +179.2% | -4.6% | +183.8% | +178.5% |
| 1Y | +170.0% | -14.3% | +184.3% | +171.8% |
| 3Y | +66.4% | +4.0% | +62.4% | +43.5% |
| 5Y | +764.5% | -62.2% | +826.7% | +673.5% |
| 10Y | +358.5% | +241.4% | +117.2% | +47.9% |
| All | +330.8% | +294.1% | +36.7% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling