+737.2%
PBF vs GNRC
-59.9%
+797.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | +2.3% | -0.7% | +3.1% | +2.4% |
| 30D | +11.6% | -15.8% | +27.4% | +14.4% |
| 3M | +81.7% | -24.0% | +105.8% | +87.7% |
| 6M | +96.4% | -13.8% | +110.2% | +96.3% |
| YTD | +189.5% | +33.2% | +156.3% | +166.8% |
| 1Y | +180.7% | -1.8% | +182.6% | +170.9% |
| 3Y | +56.6% | +57.7% | -1.1% | +35.7% |
| All | +737.2% | -59.9% | +797.1% | +911.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling