+334.9%
PBF vs GSK
+80.0%
+254.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +1.1% |
| 7D | +2.3% | -5.4% | +7.7% | +4.4% |
| 30D | +11.6% | -4.6% | +16.2% | +13.5% |
| 3M | +81.7% | -5.1% | +86.8% | +83.9% |
| 6M | +96.4% | -11.4% | +107.9% | +101.7% |
| YTD | +189.5% | +0.7% | +188.8% | +176.8% |
| 1Y | +180.7% | +23.0% | +157.7% | +142.4% |
| 3Y | +56.6% | +48.0% | +8.7% | +16.0% |
| 5Y | +802.0% | +48.2% | +753.8% | +529.5% |
| All | +334.9% | +80.0% | +254.9% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling