+42.1%
U vs PBF
+90.5%
-48.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.3% |
| 7D | +2.6% | +6.5% | -3.9% | +2.9% |
| 30D | +27.6% | -20.0% | +47.6% | +27.2% |
| 3M | +15.3% | -3.3% | +18.7% | +15.6% |
| 6M | +96.4% | +76.8% | +19.6% | +104.2% |
| YTD | +19.6% | +168.9% | -149.4% | +25.8% |
| 1Y | +42.1% | +96.4% | -54.2% | +48.7% |
| All | +42.1% | +90.5% | -48.3% | +48.7% |
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 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