+344.9%
PBF vs UUUU
+108.9%
+236.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.2% | +3.1% |
| 7D | +2.4% | +2.8% | -0.4% | +1.8% |
| 30D | +24.9% | +3.4% | +21.5% | +23.6% |
| 3M | +81.9% | -3.9% | +85.7% | +80.8% |
| 6M | +79.4% | -23.2% | +102.5% | +81.1% |
| YTD | +188.3% | +0.6% | +187.8% | +169.3% |
| 1Y | +177.3% | +22.9% | +154.4% | +140.1% |
| 3Y | +56.0% | +98.6% | -42.6% | +11.9% |
| 5Y | +804.0% | +130.2% | +673.8% | +485.1% |
| 10Y | +334.1% | +519.5% | -185.4% | +104.2% |
| All | +344.9% | +108.9% | +236.0% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling