+406.7%
BNY vs PBF
+374.8%
+31.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.2% |
| 7D | -1.3% | +5.3% | -6.6% | -2.1% |
| 30D | -0.2% | +11.7% | -11.9% | -2.1% |
| 3M | +14.9% | +91.1% | -76.1% | +2.6% |
| 6M | +40.0% | +88.4% | -48.4% | +23.9% |
| YTD | +42.0% | +194.1% | -152.1% | +15.5% |
| 1Y | +56.9% | +180.4% | -123.6% | +27.3% |
| 3Y | +289.9% | +59.3% | +230.6% | +235.2% |
| 5Y | +259.2% | +816.3% | -557.1% | +106.0% |
| All | +406.7% | +374.8% | +31.9% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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