+91.8%
AUR vs PBF
+56.6%
+35.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.7% |
| 7D | +0.2% | +2.3% | -2.2% | 0.0% |
| 30D | -8.9% | +11.6% | -20.5% | -9.7% |
| 3M | +4.6% | +81.7% | -77.1% | -0.2% |
| 6M | +44.9% | +96.4% | -51.6% | +35.5% |
| YTD | +64.8% | +189.5% | -124.6% | +45.3% |
| 1Y | +16.4% | +180.7% | -164.4% | +1.8% |
| All | +91.8% | +56.6% | +35.2% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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