+804.0%
PBF vs GSK
+46.9%
+757.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +3.3% |
| 7D | +2.4% | -4.2% | +6.6% | +2.5% |
| 30D | +24.9% | -7.5% | +32.4% | +25.1% |
| 3M | +81.9% | -3.3% | +85.1% | +81.7% |
| 6M | +79.4% | -9.3% | +88.7% | +79.2% |
| YTD | +188.3% | +1.6% | +186.7% | +181.8% |
| 1Y | +177.3% | +25.5% | +151.8% | +162.4% |
| 3Y | +56.0% | +49.3% | +6.7% | +41.0% |
| 5Y | +804.0% | +46.7% | +757.4% | +727.2% |
| All | +804.0% | +46.9% | +757.1% | +727.2% |
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 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