+395.8%
PBF vs GTLB
-49.8%
+445.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +5.6% |
| 7D | -4.0% | -9.6% | +5.7% | -2.9% |
| 30D | -18.0% | -15.5% | -2.5% | -16.6% |
| 3M | +0.9% | +12.4% | -11.5% | -0.9% |
| 6M | +65.7% | +84.6% | -18.8% | +53.2% |
| YTD | +161.9% | +26.1% | +135.8% | +150.6% |
| 1Y | +77.8% | +1.7% | +76.1% | +74.4% |
| 3Y | +74.9% | +6.1% | +68.8% | +66.1% |
| 5Y | +423.4% | -61.1% | +484.5% | +447.3% |
| All | +395.8% | -49.8% | +445.6% | +399.3% |
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