+423.4%
PBF vs BEN
+32.3%
+391.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | -4.0% | +7.2% | -11.2% | -6.1% |
| 30D | -18.0% | +14.1% | -32.1% | -21.6% |
| 3M | +0.9% | +9.9% | -9.0% | -2.5% |
| 6M | +65.7% | +17.4% | +48.3% | +55.5% |
| YTD | +161.9% | +57.3% | +104.6% | +116.9% |
| 1Y | +77.8% | +66.9% | +10.9% | +43.4% |
| 3Y | +74.9% | +85.7% | -10.8% | +31.4% |
| 5Y | +423.4% | +31.2% | +392.2% | +403.9% |
| All | +423.4% | +32.3% | +391.0% | +403.9% |
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 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