+330.8%
PBF vs LEN
+162.8%
+168.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.9% |
| 7D | +4.3% | -3.2% | +7.5% | +5.6% |
| 30D | +22.0% | -4.9% | +26.9% | +24.3% |
| 3M | +74.5% | -8.5% | +83.0% | +77.7% |
| 6M | +67.7% | -20.7% | +88.3% | +78.6% |
| YTD | +179.2% | -17.4% | +196.6% | +189.7% |
| 1Y | +170.0% | -38.2% | +208.2% | +217.6% |
| 3Y | +66.4% | -24.9% | +91.3% | +71.2% |
| 5Y | +764.5% | -11.4% | +775.9% | +670.3% |
| 10Y | +358.5% | +110.0% | +248.5% | +136.6% |
| All | +330.8% | +162.8% | +168.0% | +100.1% |
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