+341.8%
PBF vs SPXU
-99.6%
+441.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.4% |
| 7D | +5.3% | +2.5% | +2.8% | +6.6% |
| 30D | +11.7% | +4.2% | +7.5% | +14.1% |
| 3M | +91.1% | -9.3% | +100.3% | +83.1% |
| 6M | +88.4% | -30.7% | +119.1% | +56.2% |
| YTD | +194.1% | -28.1% | +222.2% | +149.2% |
| 1Y | +180.4% | -35.2% | +215.7% | +127.7% |
| 3Y | +59.3% | -79.9% | +139.3% | -19.0% |
| 5Y | +816.3% | -86.4% | +902.6% | +362.2% |
| All | +341.8% | -99.6% | +441.3% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling