+330.8%
PBF vs BN
+487.3%
-156.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | +4.3% | -2.5% | +6.8% | +6.1% |
| 30D | +22.0% | -9.5% | +31.5% | +31.4% |
| 3M | +74.5% | -10.4% | +84.9% | +87.1% |
| 6M | +67.7% | -6.4% | +74.0% | +67.8% |
| YTD | +179.2% | -11.9% | +191.0% | +188.5% |
| 1Y | +170.0% | -8.6% | +178.6% | +168.1% |
| 3Y | +66.4% | +77.6% | -11.2% | -15.3% |
| 5Y | +764.5% | +37.0% | +727.5% | +424.8% |
| 10Y | +358.5% | +266.4% | +92.1% | +39.3% |
| All | +330.8% | +487.3% | -156.5% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling