+281.9%
PBF vs LEN
+174.3%
+107.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.4% | +0.1% | -3.1% |
| 7D | -15.3% | +0.7% | -16.0% | -15.8% |
| 30D | -21.8% | +13.0% | -34.8% | -26.4% |
| 3M | -0.2% | +1.9% | -2.1% | -2.7% |
| 6M | +63.6% | -0.7% | +64.3% | +57.6% |
| YTD | +147.5% | -13.8% | +161.3% | +148.0% |
| 1Y | +69.8% | -28.1% | +97.9% | +84.4% |
| 3Y | +65.3% | -22.8% | +88.1% | +66.3% |
| 5Y | +393.4% | -7.4% | +400.7% | +323.2% |
| 10Y | +240.3% | +143.7% | +96.6% | +62.6% |
| All | +281.9% | +174.3% | +107.6% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling