+56.0%
PBF vs USFR
+14.0%
+42.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.3% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +24.9% | +0.3% | +24.5% | +25.0% |
| 3M | +81.9% | +1.0% | +80.9% | +82.3% |
| 6M | +79.4% | +1.9% | +77.4% | +81.7% |
| YTD | +188.3% | +2.7% | +185.7% | +193.3% |
| 1Y | +177.3% | +4.0% | +173.2% | +179.0% |
| 3Y | +56.0% | +14.0% | +42.0% | +76.6% |
| All | +56.0% | +14.0% | +42.0% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling