+395.3%
PBF vs BN
+29.3%
+366.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -13.8% | +5.3% | -19.1% | -15.5% |
| 30D | -19.6% | +11.9% | -31.5% | -23.0% |
| 3M | +10.3% | -5.7% | +16.0% | +12.1% |
| 6M | +63.4% | -10.6% | +74.1% | +68.1% |
| YTD | +152.6% | -9.4% | +162.0% | +154.3% |
| 1Y | +87.4% | -8.8% | +96.1% | +87.8% |
| 3Y | +63.3% | +95.6% | -32.4% | +12.4% |
| All | +395.3% | +29.3% | +366.0% | +328.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling