+250.9%
PBF vs LEN
+136.9%
+114.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +6.5% | -5.8% | +12.2% | +9.0% |
| 30D | -20.0% | +13.7% | -33.7% | -25.0% |
| 3M | -3.3% | -3.9% | +0.5% | -3.6% |
| 6M | +76.8% | -0.4% | +77.2% | +69.6% |
| YTD | +168.9% | -16.8% | +185.8% | +173.5% |
| 1Y | +96.4% | -29.5% | +125.9% | +115.3% |
| 3Y | +77.2% | -25.6% | +102.8% | +80.3% |
| 5Y | +417.7% | -13.2% | +431.0% | +352.7% |
| All | +250.9% | +136.9% | +114.0% | +35.9% |
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