-34.9%
AUR vs PBF
+399.0%
-433.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.5% |
| 7D | +19.2% | +2.4% | +16.9% | +19.0% |
| 30D | -7.8% | +24.9% | -32.7% | -9.3% |
| 3M | +4.0% | +81.9% | -77.9% | -0.4% |
| 6M | +45.0% | +79.4% | -34.4% | +37.8% |
| YTD | +69.5% | +188.3% | -118.8% | +53.9% |
| 1Y | +13.0% | +177.3% | -164.2% | +2.4% |
| 3Y | +90.4% | +56.0% | +34.4% | +75.5% |
| 5Y | -34.2% | +804.0% | -838.2% | -36.0% |
| All | -34.9% | +399.0% | -433.9% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling