+423.4%
PBF vs USFR
+21.4%
+402.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -18.0% | +0.4% | -18.4% | -18.3% |
| 3M | +0.9% | +1.1% | -0.2% | -0.2% |
| 6M | +65.7% | +2.1% | +63.7% | +62.9% |
| YTD | +161.9% | +3.4% | +158.4% | +156.6% |
| 1Y | +77.8% | +4.1% | +73.7% | +73.2% |
| 3Y | +74.9% | +14.4% | +60.5% | +59.8% |
| 5Y | +423.4% | +21.4% | +401.9% | +248.1% |
| All | +423.4% | +21.4% | +402.0% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling