+362.2%
PBF vs BN
+257.9%
+104.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +1.2% |
| 7D | +1.4% | -3.0% | +4.4% | +3.7% |
| 30D | +15.8% | -13.0% | +28.9% | +29.0% |
| 3M | +90.3% | -15.2% | +105.5% | +114.2% |
| 6M | +102.8% | -5.9% | +108.7% | +101.0% |
| YTD | +187.3% | -15.8% | +203.1% | +207.6% |
| 1Y | +161.8% | -12.2% | +174.0% | +167.3% |
| 3Y | +55.5% | +72.2% | -16.7% | -24.1% |
| 5Y | +801.9% | +33.2% | +768.7% | +427.7% |
| 10Y | +362.2% | +264.7% | +97.6% | +21.3% |
| All | +362.2% | +257.9% | +104.3% | +21.3% |
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