+330.8%
PBF vs BEN
+42.4%
+288.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -3.7% |
| 7D | +4.3% | +0.2% | +4.1% | +3.9% |
| 30D | +22.0% | -0.5% | +22.5% | +22.0% |
| 3M | +74.5% | +9.7% | +64.8% | +61.5% |
| 6M | +67.7% | +33.9% | +33.8% | +30.7% |
| YTD | +179.2% | +49.0% | +130.2% | +99.4% |
| 1Y | +170.0% | +42.1% | +127.9% | +98.2% |
| 3Y | +66.4% | +51.9% | +14.5% | +10.0% |
| 5Y | +764.5% | +39.0% | +725.5% | +460.2% |
| 10Y | +358.5% | +57.9% | +300.7% | +141.9% |
| All | +330.8% | +42.4% | +288.4% | +129.8% |
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