+65.3%
PBF vs LEN
-21.7%
+86.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.4% | +0.1% | -4.8% |
| 7D | -15.3% | +0.7% | -16.0% | -15.3% |
| 30D | -21.8% | +13.0% | -34.8% | -22.9% |
| 3M | -0.2% | +1.9% | -2.1% | -0.5% |
| 6M | +63.6% | -0.7% | +64.3% | +62.4% |
| YTD | +147.5% | -13.8% | +161.3% | +152.6% |
| 1Y | +69.8% | -28.1% | +97.9% | +84.2% |
| 3Y | +65.3% | -22.8% | +88.1% | +68.2% |
| All | +65.3% | -21.7% | +86.9% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling