+342.5%
PBF vs USFR
+27.5%
+314.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +22.0% | +0.3% | +21.7% | +22.0% |
| 3M | +74.5% | +1.0% | +73.5% | +74.6% |
| 6M | +67.7% | +1.9% | +65.7% | +68.0% |
| YTD | +179.2% | +2.6% | +176.6% | +179.9% |
| 1Y | +170.0% | +4.0% | +166.0% | +171.0% |
| 3Y | +66.4% | +14.1% | +52.3% | +68.6% |
| 5Y | +764.5% | +20.4% | +744.1% | +779.7% |
| 10Y | +358.5% | +28.0% | +330.5% | +371.6% |
| All | +342.5% | +27.5% | +314.9% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling