+802.0%
PBF vs UUUU
+111.0%
+691.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.1% | +1.9% |
| 7D | +2.3% | -5.0% | +7.3% | +3.2% |
| 30D | +11.6% | -7.8% | +19.3% | +12.7% |
| 3M | +81.7% | -0.4% | +82.2% | +79.5% |
| 6M | +96.4% | -32.9% | +129.3% | +103.5% |
| YTD | +189.5% | -6.3% | +195.7% | +172.4% |
| 1Y | +180.7% | +7.9% | +172.8% | +146.3% |
| 3Y | +56.6% | +85.2% | -28.6% | +9.5% |
| 5Y | +802.0% | +97.0% | +705.0% | +478.9% |
| All | +802.0% | +111.0% | +691.0% | +478.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling