+161.8%
PBF vs BEN
+45.3%
+116.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.6% |
| 7D | +1.4% | +3.4% | -2.0% | +2.1% |
| 30D | +15.8% | +1.8% | +14.1% | +16.3% |
| 3M | +90.3% | +8.4% | +81.9% | +93.5% |
| 6M | +102.8% | +35.6% | +67.2% | +119.1% |
| YTD | +187.3% | +46.4% | +141.0% | +203.0% |
| 1Y | +161.8% | +46.3% | +115.5% | +170.9% |
| All | +161.8% | +45.3% | +116.5% | +170.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling