+250.9%
PBF vs SPXU
-99.5%
+350.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +1.0% |
| 7D | +6.5% | -7.6% | +14.0% | +2.9% |
| 30D | -20.0% | +5.3% | -25.3% | -17.3% |
| 3M | -3.3% | +9.6% | -13.0% | +1.9% |
| 6M | +76.8% | -4.5% | +81.3% | +74.8% |
| YTD | +168.9% | -25.9% | +194.8% | +133.2% |
| 1Y | +96.4% | -28.9% | +125.2% | +67.2% |
| 3Y | +77.2% | -80.5% | +157.7% | -11.4% |
| 5Y | +417.7% | -83.4% | +501.1% | +194.4% |
| All | +250.9% | -99.5% | +350.4% | -54.6% |
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