+423.4%
PBF vs GSK
+43.9%
+379.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +5.8% |
| 7D | -4.0% | -1.1% | -2.9% | -4.0% |
| 30D | -18.0% | +7.8% | -25.8% | -17.8% |
| 3M | +0.9% | +0.3% | +0.6% | +1.2% |
| 6M | +65.7% | +3.4% | +62.3% | +65.6% |
| YTD | +161.9% | +5.9% | +156.0% | +156.6% |
| 1Y | +77.8% | +8.2% | +69.6% | +73.6% |
| 3Y | +74.9% | +65.3% | +9.6% | +57.4% |
| 5Y | +423.4% | +43.3% | +380.1% | +371.0% |
| All | +423.4% | +43.9% | +379.5% | +371.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling