+76.4%
PBF vs BEN
+85.5%
-9.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.6% |
| 7D | +4.3% | +11.3% | -7.1% | +1.1% |
| 30D | -21.8% | +15.0% | -36.8% | -24.9% |
| 3M | +1.7% | +7.8% | -6.1% | -0.7% |
| 6M | +69.8% | +15.5% | +54.3% | +61.2% |
| YTD | +167.7% | +55.4% | +112.3% | +123.4% |
| 1Y | +89.0% | +63.3% | +25.7% | +53.7% |
| All | +76.4% | +85.5% | -9.1% | +26.9% |
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