+338.3%
SU vs PBF
+799.3%
-461.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +2.2% | +5.3% | -3.1% | +0.7% |
| 30D | +8.4% | +11.7% | -3.3% | +4.6% |
| 3M | +12.1% | +91.1% | -79.0% | -8.9% |
| 6M | +19.7% | +88.4% | -68.8% | -3.3% |
| YTD | +58.4% | +194.1% | -135.6% | +9.7% |
| 1Y | +67.2% | +180.4% | -113.2% | +15.5% |
| 3Y | +125.0% | +59.3% | +65.7% | +76.6% |
| All | +338.3% | +799.3% | -461.0% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling