+801.9%
PBF vs BEN
+40.0%
+761.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +1.4% | +3.4% | -2.0% | +0.1% |
| 30D | +15.8% | +1.8% | +14.1% | +15.0% |
| 3M | +90.3% | +8.4% | +81.9% | +83.9% |
| 6M | +102.8% | +35.6% | +67.2% | +77.2% |
| YTD | +187.3% | +46.4% | +141.0% | +142.2% |
| 1Y | +161.8% | +46.3% | +115.5% | +120.1% |
| 3Y | +55.5% | +54.6% | +0.9% | +23.7% |
| 5Y | +801.9% | +39.4% | +762.5% | +634.7% |
| All | +801.9% | +40.0% | +761.9% | +634.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling