+75.6%
PBF vs LII
-9.2%
+84.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +1.8% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -22.2% | -0.6% | -21.6% | -22.2% |
| 3M | +1.3% | -17.0% | +18.2% | +2.2% |
| 6M | +69.0% | -31.1% | +100.1% | +71.4% |
| YTD | +166.5% | -27.7% | +194.1% | +163.9% |
| 1Y | +88.1% | -26.2% | +114.2% | +84.8% |
| All | +75.6% | -9.2% | +84.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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