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  • PBF vs GPC✓SelectedUSD · GPCPBF vs GPC performance historyLatest closeAs of+3.27%09/08
Stock and ETF performance explorer

PBF vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+334.1%
GPC return
+79.8%
Excess return
+254.3%
Maximum drawdown
-91.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D+3.3%-2.9%+6.2%+5.1%
7D+2.4%+0.2%+2.2%+2.1%
30D+24.9%-0.4%+25.3%+24.8%
3M+81.9%+39.2%+42.7%+40.7%
6M+79.4%+18.2%+61.1%+52.7%
YTD+188.3%+12.1%+176.2%+150.2%
1Y+177.3%-0.7%+177.9%+161.7%
3Y+56.0%-1.7%+57.7%+37.2%
5Y+804.0%+29.3%+774.7%+485.8%
10Y+334.1%+80.7%+253.4%+123.0%
All+334.1%+79.8%+254.3%+123.0%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling