+86.2%
SU vs PBF
+120.1%
-33.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.7% | +2.2% | -3.1% |
| 7D | -7.1% | -0.9% | -6.2% | -6.9% |
| 30D | +4.8% | -13.7% | +18.5% | +7.7% |
| 3M | +12.5% | +10.6% | +1.9% | +9.3% |
| 6M | +6.5% | +61.2% | -54.7% | -5.0% |
| YTD | +65.8% | +172.7% | -106.9% | +35.9% |
| 1Y | +86.2% | +111.0% | -24.9% | +60.4% |
| All | +86.2% | +120.1% | -33.9% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling