+180.4%
PBF vs GTLB
-4.2%
+184.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.6% |
| 7D | +5.3% | -5.7% | +11.0% | +5.7% |
| 30D | +11.7% | +15.1% | -3.4% | +10.5% |
| 3M | +91.1% | +65.5% | +25.6% | +84.3% |
| 6M | +88.4% | +102.9% | -14.5% | +79.5% |
| YTD | +194.1% | +25.2% | +168.8% | +184.3% |
| 1Y | +180.4% | -5.5% | +185.9% | +182.9% |
| All | +180.4% | -4.2% | +184.6% | +182.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling