+304.1%
PBF vs BEN
+50.3%
+253.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | -4.0% | +7.2% | -11.2% | -8.6% |
| 30D | -18.0% | +14.1% | -32.1% | -25.7% |
| 3M | +0.9% | +9.9% | -9.0% | -6.6% |
| 6M | +65.7% | +17.4% | +48.3% | +44.3% |
| YTD | +161.9% | +57.3% | +104.6% | +78.5% |
| 1Y | +77.8% | +66.9% | +10.9% | +15.6% |
| 3Y | +74.9% | +85.7% | -10.8% | -1.1% |
| 5Y | +423.4% | +31.2% | +392.2% | +263.3% |
| 10Y | +255.2% | +61.0% | +194.1% | +82.5% |
| All | +304.1% | +50.3% | +253.7% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling