+3.7%
U vs PBF
+176.4%
-172.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | -3.8% | +4.3% | -8.1% | -3.8% |
| 30D | +17.5% | +22.0% | -4.5% | +17.4% |
| 3M | +38.7% | +74.5% | -35.8% | +39.1% |
| 6M | +104.4% | +67.7% | +36.7% | +104.8% |
| YTD | -5.7% | +179.2% | -184.9% | -9.3% |
| 1Y | +3.7% | +170.0% | -166.3% | +0.1% |
| All | +3.7% | +176.4% | -172.7% | +0.1% |
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