+330.8%
PBF vs GSK
+122.7%
+208.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.5% |
| 7D | +4.3% | -1.8% | +6.1% | +5.1% |
| 30D | +22.0% | -2.2% | +24.2% | +22.9% |
| 3M | +74.5% | -1.8% | +76.3% | +74.4% |
| 6M | +67.7% | -10.6% | +78.3% | +72.1% |
| YTD | +179.2% | +4.4% | +174.8% | +163.3% |
| 1Y | +170.0% | +30.4% | +139.6% | +126.6% |
| 3Y | +66.4% | +60.1% | +6.3% | +18.2% |
| 5Y | +764.5% | +46.8% | +717.7% | +520.5% |
| 10Y | +358.5% | +79.2% | +279.3% | +194.1% |
| All | +330.8% | +122.7% | +208.1% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling