+56.0%
PBF vs BEN
+56.8%
-0.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +2.4% | +4.7% | -2.3% | +1.0% |
| 30D | +24.9% | +2.6% | +22.3% | +23.8% |
| 3M | +81.9% | +11.5% | +70.4% | +74.9% |
| 6M | +79.4% | +35.3% | +44.0% | +59.8% |
| YTD | +188.3% | +48.6% | +139.7% | +144.8% |
| 1Y | +177.3% | +46.7% | +130.6% | +136.1% |
| 3Y | +56.0% | +57.0% | -1.0% | +19.9% |
| All | +56.0% | +56.8% | -0.8% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling