+233.0%
SU vs PBF
+317.1%
-84.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | -0.1% |
| 7D | -1.0% | +2.4% | -3.3% | -1.7% |
| 30D | +13.7% | +24.9% | -11.2% | +6.0% |
| 3M | +8.0% | +81.9% | -73.8% | -11.0% |
| 6M | +21.0% | +79.4% | -58.4% | -1.1% |
| YTD | +56.2% | +188.3% | -132.1% | +9.1% |
| 1Y | +72.2% | +177.3% | -105.1% | +19.6% |
| 3Y | +118.1% | +56.0% | +62.1% | +70.7% |
| 5Y | +350.3% | +804.0% | -453.7% | +93.2% |
| 10Y | +248.5% | +334.1% | -85.6% | +43.3% |
| All | +233.0% | +317.1% | -84.1% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling