+249.4%
PBF vs LEN
+136.8%
+112.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +3.5% |
| 7D | +4.3% | -8.7% | +13.0% | +8.2% |
| 30D | -21.8% | +11.6% | -33.4% | -26.1% |
| 3M | +1.7% | -1.3% | +3.0% | +0.4% |
| 6M | +69.8% | -1.4% | +71.2% | +63.7% |
| YTD | +167.7% | -16.9% | +184.6% | +172.3% |
| 1Y | +89.0% | -31.2% | +120.1% | +109.6% |
| 3Y | +78.8% | -25.6% | +104.4% | +81.9% |
| 5Y | +415.4% | -13.3% | +428.7% | +350.7% |
| All | +249.4% | +136.8% | +112.5% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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