+324.3%
PBF vs USFR
+28.6%
+295.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | -21.8% | +0.4% | -22.2% | -21.8% |
| 3M | +1.7% | +1.0% | +0.7% | +1.8% |
| 6M | +69.8% | +2.0% | +67.8% | +70.0% |
| YTD | +167.7% | +3.4% | +164.3% | +168.5% |
| 1Y | +89.0% | +4.1% | +84.9% | +89.6% |
| 3Y | +78.8% | +14.4% | +64.4% | +81.1% |
| 5Y | +415.4% | +21.4% | +394.0% | +424.7% |
| 10Y | +263.1% | +28.5% | +234.6% | +273.0% |
| All | +324.3% | +28.6% | +295.8% | +320.5% |
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