+170.0%
PBF vs GSK
+31.2%
+138.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -2.0% |
| 7D | +4.3% | -1.8% | +6.1% | +3.6% |
| 30D | +22.0% | -2.2% | +24.2% | +21.1% |
| 3M | +74.5% | -1.8% | +76.3% | +73.5% |
| 6M | +67.7% | -10.6% | +78.3% | +64.3% |
| YTD | +179.2% | +4.4% | +174.8% | +161.8% |
| 1Y | +170.0% | +30.4% | +139.6% | +155.3% |
| All | +170.0% | +31.2% | +138.8% | +155.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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