+180.7%
PBF vs LEN
-42.7%
+223.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | -0.1% |
| 7D | +2.3% | -7.8% | +10.1% | +0.4% |
| 30D | +11.6% | -11.0% | +22.6% | +8.5% |
| 3M | +81.7% | -12.8% | +94.5% | +77.5% |
| 6M | +96.4% | -20.2% | +116.6% | +96.4% |
| YTD | +189.5% | -23.0% | +212.5% | +187.5% |
| 1Y | +180.7% | -41.8% | +222.6% | +191.3% |
| All | +180.7% | -42.7% | +223.5% | +191.3% |
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 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