+334.9%
PBF vs USFR
+28.0%
+306.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +11.6% | +0.3% | +11.2% | +11.2% |
| 3M | +81.7% | +1.0% | +80.8% | +79.8% |
| 6M | +96.4% | +1.9% | +94.5% | +92.5% |
| YTD | +189.5% | +2.7% | +186.8% | +181.5% |
| 1Y | +180.7% | +4.0% | +176.7% | +169.1% |
| 3Y | +56.6% | +14.1% | +42.6% | +35.6% |
| 5Y | +802.0% | +20.5% | +781.5% | +626.5% |
| All | +334.9% | +28.0% | +306.9% | +211.8% |
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