+448.1%
PBF vs GTLB
-49.8%
+497.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | +0.5% |
| 7D | +2.3% | -4.1% | +6.4% | +2.8% |
| 30D | +11.6% | +12.3% | -0.8% | +9.9% |
| 3M | +81.7% | +65.9% | +15.8% | +70.9% |
| 6M | +96.4% | +104.0% | -7.5% | +79.6% |
| YTD | +189.5% | +26.0% | +163.4% | +177.8% |
| 1Y | +180.7% | -3.5% | +184.2% | +177.1% |
| 3Y | +56.6% | -9.6% | +66.3% | +51.5% |
| All | +448.1% | -49.8% | +497.9% | +453.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling