+801.9%
PBF vs SPXU
-85.9%
+887.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | 0.0% |
| 7D | +1.4% | +1.3% | +0.1% | +1.7% |
| 30D | +15.8% | +5.1% | +10.7% | +17.5% |
| 3M | +90.3% | -9.1% | +99.4% | +85.8% |
| 6M | +102.8% | -29.6% | +132.4% | +83.3% |
| YTD | +187.3% | -27.7% | +215.0% | +162.8% |
| 1Y | +161.8% | -37.0% | +198.8% | +130.9% |
| 3Y | +55.5% | -80.2% | +135.6% | +6.0% |
| 5Y | +801.9% | -86.0% | +887.9% | +555.4% |
| All | +801.9% | -85.9% | +887.8% | +555.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling