-35.1%
AUR vs PBF
+799.3%
-834.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +1.4% | +5.3% | -3.9% | +1.0% |
| 30D | -6.4% | +11.7% | -18.1% | -7.3% |
| 3M | +7.7% | +91.1% | -83.4% | +2.2% |
| 6M | +44.5% | +88.4% | -43.9% | +36.1% |
| YTD | +67.4% | +194.1% | -126.6% | +49.9% |
| 1Y | +15.4% | +180.4% | -165.0% | +3.2% |
| 3Y | +94.8% | +59.3% | +35.5% | +78.2% |
| All | -35.1% | +799.3% | -834.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling