+255.2%
PBF vs BN
+281.2%
-26.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.4% |
| 7D | -4.0% | -2.4% | -1.6% | -2.0% |
| 30D | -18.0% | +13.5% | -31.5% | -26.7% |
| 3M | +0.9% | -5.9% | +6.9% | +4.2% |
| 6M | +65.7% | -8.9% | +74.6% | +72.2% |
| YTD | +161.9% | -7.9% | +169.7% | +157.5% |
| 1Y | +77.8% | -8.3% | +86.1% | +74.8% |
| 3Y | +74.9% | +100.8% | -25.9% | -25.6% |
| 5Y | +423.4% | +38.2% | +385.2% | +198.4% |
| 10Y | +255.2% | +302.3% | -47.2% | -17.5% |
| All | +255.2% | +281.2% | -26.1% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling