+428.6%
PBF vs GTLB
-47.1%
+475.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +4.3% | +11.1% | -6.8% | +3.0% |
| 30D | +22.0% | +37.8% | -15.8% | +17.4% |
| 3M | +74.5% | +61.6% | +12.9% | +64.6% |
| 6M | +67.7% | +98.9% | -31.2% | +53.7% |
| YTD | +179.2% | +32.8% | +146.4% | +166.5% |
| 1Y | +170.0% | +14.7% | +155.3% | +161.2% |
| 3Y | +66.4% | +1.3% | +65.0% | +59.0% |
| All | +428.6% | -47.1% | +475.7% | +431.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling