+252.3%
PBF vs GPC
+93.7%
+158.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +1.9% |
| 7D | -7.4% | +0.8% | -8.2% | -7.9% |
| 30D | -17.5% | -1.1% | -16.4% | -17.2% |
| 3M | +13.1% | -6.6% | +19.8% | +17.1% |
| 6M | +72.6% | +22.2% | +50.4% | +44.2% |
| YTD | +161.2% | +5.1% | +156.1% | +135.1% |
| 1Y | +93.3% | +2.8% | +90.5% | +76.5% |
| 3Y | +80.7% | +2.4% | +78.3% | +52.8% |
| 5Y | +396.1% | +7.8% | +388.3% | +274.7% |
| 10Y | +252.3% | +87.2% | +165.0% | +76.5% |
| All | +252.3% | +93.7% | +158.5% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling