+161.8%
PBF vs GSK
+24.6%
+137.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.4% | -3.6% | +5.0% | 0.0% |
| 30D | +15.8% | -5.9% | +21.8% | +13.2% |
| 3M | +90.3% | -4.3% | +94.5% | +87.4% |
| 6M | +102.8% | -10.8% | +113.6% | +96.2% |
| YTD | +187.3% | +1.8% | +185.5% | +167.8% |
| 1Y | +161.8% | +23.5% | +138.4% | +147.5% |
| All | +161.8% | +24.6% | +137.3% | +147.5% |
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