+409.2%
PBF vs GTLB
-49.4%
+458.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +6.5% | -0.7% | +7.2% | +6.5% |
| 30D | -20.0% | -10.2% | -9.8% | -19.1% |
| 3M | -3.3% | +10.1% | -13.4% | -4.9% |
| 6M | +76.8% | +116.5% | -39.7% | +60.6% |
| YTD | +168.9% | +27.2% | +141.8% | +157.1% |
| 1Y | +96.4% | +8.6% | +87.8% | +91.1% |
| 3Y | +77.2% | +5.6% | +71.6% | +68.4% |
| 5Y | +417.7% | -61.8% | +479.6% | +443.9% |
| All | +409.2% | -49.4% | +458.6% | +412.3% |
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