+0.9%
PBF vs GSK
-1.7%
+2.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +5.2% |
| 7D | -4.0% | -1.1% | -2.9% | -4.6% |
| 30D | -18.0% | +7.8% | -25.8% | -12.9% |
| 3M | +0.9% | +0.3% | +0.6% | +8.4% |
| All | +0.9% | -1.7% | +2.6% | +8.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling