+343.4%
PBF vs GNRC
+558.3%
-214.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.2% |
| 7D | +1.4% | +3.2% | -1.8% | +0.5% |
| 30D | +15.8% | -9.5% | +25.4% | +18.8% |
| 3M | +90.3% | -28.5% | +118.8% | +104.7% |
| 6M | +102.8% | -10.0% | +112.8% | +100.7% |
| YTD | +187.3% | +36.7% | +150.6% | +149.9% |
| 1Y | +161.8% | +2.6% | +159.3% | +144.7% |
| 3Y | +55.5% | +61.9% | -6.4% | +21.1% |
| 5Y | +801.9% | -59.0% | +860.9% | +925.4% |
| 10Y | +362.2% | +444.8% | -82.5% | +87.6% |
| All | +343.4% | +558.3% | -214.9% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling