+69.8%
PBF vs BEN
+16.3%
+53.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.5% | +2.0% |
| 7D | +4.3% | +11.3% | -7.1% | +6.2% |
| 30D | -21.8% | +15.0% | -36.8% | -19.2% |
| 3M | +1.7% | +7.8% | -6.1% | +3.6% |
| 6M | +69.8% | +15.5% | +54.3% | +77.9% |
| All | +69.8% | +16.3% | +53.5% | +77.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling