+56.0%
PBF vs SPXU
-80.6%
+136.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.7% |
| 7D | +2.4% | -1.5% | +3.8% | +2.0% |
| 30D | +24.9% | +3.7% | +21.1% | +26.1% |
| 3M | +81.9% | -9.6% | +91.4% | +77.7% |
| 6M | +79.4% | -32.4% | +111.7% | +60.6% |
| YTD | +188.3% | -28.7% | +217.0% | +164.3% |
| 1Y | +177.3% | -38.2% | +215.5% | +143.0% |
| 3Y | +56.0% | -80.4% | +136.4% | +1.0% |
| All | +56.0% | -80.6% | +136.5% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling