+341.8%
PBF vs BEN
+56.6%
+285.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +5.3% | -3.1% | +8.4% | +7.7% |
| 30D | +11.7% | +0.2% | +11.6% | +11.2% |
| 3M | +91.1% | +6.8% | +84.2% | +80.3% |
| 6M | +88.4% | +38.1% | +50.3% | +42.2% |
| YTD | +194.1% | +44.3% | +149.7% | +112.8% |
| 1Y | +180.4% | +42.6% | +137.8% | +103.3% |
| 3Y | +59.3% | +52.3% | +7.0% | +3.3% |
| 5Y | +816.3% | +37.6% | +778.6% | +483.3% |
| All | +341.8% | +56.6% | +285.2% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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