+59.3%
PBF vs UUUU
+74.5%
-15.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +2.1% |
| 7D | +5.3% | -10.5% | +15.8% | +6.5% |
| 30D | +11.7% | -10.5% | +22.2% | +12.7% |
| 3M | +91.1% | -14.1% | +105.2% | +92.6% |
| 6M | +88.4% | -35.5% | +123.9% | +93.2% |
| YTD | +194.1% | -10.9% | +205.0% | +183.0% |
| 1Y | +180.4% | +3.4% | +177.1% | +156.7% |
| 3Y | +59.3% | +73.1% | -13.8% | +22.8% |
| All | +59.3% | +74.5% | -15.2% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling