+334.9%
PBF vs LEN
+103.6%
+231.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +2.2% |
| 7D | +2.3% | -7.8% | +10.1% | +5.7% |
| 30D | +11.6% | -11.0% | +22.6% | +17.0% |
| 3M | +81.7% | -12.8% | +94.5% | +88.9% |
| 6M | +96.4% | -20.2% | +116.6% | +107.9% |
| YTD | +189.5% | -23.0% | +212.5% | +209.4% |
| 1Y | +180.7% | -41.8% | +222.6% | +240.6% |
| 3Y | +56.6% | -28.8% | +85.4% | +64.0% |
| 5Y | +802.0% | -12.6% | +814.6% | +687.1% |
| All | +334.9% | +103.6% | +231.3% | +107.8% |
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