+315.0%
PBF vs GME
+431.7%
-116.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +6.5% | +2.9% | +3.6% | +6.2% |
| 30D | -20.0% | -4.8% | -15.2% | -19.6% |
| 3M | -3.3% | +39.2% | -42.5% | -6.6% |
| 6M | +76.8% | +17.1% | +59.7% | +73.5% |
| YTD | +168.9% | +28.7% | +140.2% | +160.0% |
| 1Y | +96.4% | +23.3% | +73.0% | +90.5% |
| 3Y | +77.2% | +112.9% | -35.7% | +41.6% |
| 5Y | +417.7% | -48.8% | +466.6% | +349.3% |
| 10Y | +264.7% | +478.2% | -213.4% | +11.0% |
| All | +315.0% | +431.7% | -116.7% | +29.0% |
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