+177.3%
PBF vs GPC
-0.1%
+177.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +2.6% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | +24.9% | -0.4% | +25.3% | +24.8% |
| 3M | +81.9% | +39.2% | +42.7% | +89.5% |
| 6M | +79.4% | +18.2% | +61.1% | +92.9% |
| YTD | +188.3% | +12.1% | +176.2% | +209.5% |
| 1Y | +177.3% | -0.7% | +177.9% | +197.4% |
| All | +177.3% | -0.1% | +177.4% | +197.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling