+395.3%
PBF vs GPC
+3.6%
+391.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -13.8% | +1.6% | -15.3% | -14.1% |
| 30D | -19.6% | -2.1% | -17.5% | -19.2% |
| 3M | +10.3% | -6.8% | +17.1% | +11.9% |
| 6M | +63.4% | +18.6% | +44.9% | +52.4% |
| YTD | +152.6% | +2.7% | +150.0% | +145.5% |
| 1Y | +87.4% | +1.8% | +85.6% | +82.6% |
| 3Y | +63.3% | +1.1% | +62.2% | +52.5% |
| All | +395.3% | +3.6% | +391.7% | +337.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling