+255.2%
PBF vs GSK
+102.0%
+153.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +6.2% |
| 7D | -4.0% | -1.1% | -2.9% | -3.6% |
| 30D | -18.0% | +7.8% | -25.8% | -20.3% |
| 3M | +0.9% | +0.3% | +0.6% | +0.2% |
| 6M | +65.7% | +3.4% | +62.3% | +61.1% |
| YTD | +161.9% | +5.9% | +156.0% | +144.9% |
| 1Y | +77.8% | +8.2% | +69.6% | +64.4% |
| 3Y | +74.9% | +65.3% | +9.6% | +23.1% |
| 5Y | +423.4% | +43.3% | +380.1% | +287.5% |
| 10Y | +255.2% | +102.9% | +152.3% | +123.8% |
| All | +255.2% | +102.0% | +153.2% | +123.8% |
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