+170.0%
PBF vs GNRC
+6.8%
+163.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | +4.3% | +1.9% | +2.4% | +4.2% |
| 30D | +22.0% | -13.8% | +35.8% | +22.4% |
| 3M | +74.5% | -32.6% | +107.1% | +77.7% |
| 6M | +67.7% | -15.2% | +82.9% | +66.4% |
| YTD | +179.2% | +37.4% | +141.8% | +154.1% |
| 1Y | +170.0% | +5.1% | +164.9% | +142.3% |
| All | +170.0% | +6.8% | +163.2% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling