+250.9%
PBF vs USFR
+28.6%
+222.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +6.5% | +0.1% | +6.4% | +6.4% |
| 30D | -20.0% | +0.4% | -20.4% | -20.4% |
| 3M | -3.3% | +1.1% | -4.4% | -4.6% |
| 6M | +76.8% | +2.0% | +74.8% | +72.7% |
| YTD | +168.9% | +3.5% | +165.5% | +158.8% |
| 1Y | +96.4% | +4.1% | +92.3% | +87.7% |
| 3Y | +77.2% | +14.4% | +62.8% | +52.4% |
| 5Y | +417.7% | +21.4% | +396.3% | +311.3% |
| All | +250.9% | +28.6% | +222.4% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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