+334.9%
PBF vs UUUU
+495.2%
-160.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.1% | +2.2% |
| 7D | +2.3% | -5.0% | +7.3% | +3.4% |
| 30D | +11.6% | -7.8% | +19.3% | +13.0% |
| 3M | +81.7% | -0.4% | +82.2% | +79.0% |
| 6M | +96.4% | -32.9% | +129.3% | +105.0% |
| YTD | +189.5% | -6.3% | +195.7% | +170.6% |
| 1Y | +180.7% | +7.9% | +172.8% | +143.2% |
| 3Y | +56.6% | +85.2% | -28.6% | +6.3% |
| 5Y | +802.0% | +97.0% | +705.0% | +445.8% |
| All | +334.9% | +495.2% | -160.3% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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