+89.0%
PBF vs LEN
-31.8%
+120.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +1.4% |
| 7D | +4.3% | -8.7% | +13.0% | +1.9% |
| 30D | -21.8% | +11.6% | -33.4% | -19.1% |
| 3M | +1.7% | -1.3% | +3.0% | +2.3% |
| 6M | +69.8% | -1.4% | +71.2% | +71.4% |
| YTD | +167.7% | -16.9% | +184.6% | +171.1% |
| 1Y | +89.0% | -31.2% | +120.1% | +99.9% |
| All | +89.0% | -31.8% | +120.8% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling