+103.8%
U vs PBF
+74.2%
+29.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.4% |
| 7D | +32.3% | -7.4% | +39.7% | +33.0% |
| 30D | +9.7% | -17.5% | +27.2% | +11.4% |
| 3M | +19.6% | +13.1% | +6.5% | +17.4% |
| 6M | +82.6% | +72.6% | +10.0% | +70.8% |
| YTD | +16.4% | +161.2% | -144.8% | +0.2% |
| 1Y | +28.5% | +93.3% | -64.9% | +16.0% |
| 3Y | +103.8% | +80.7% | +23.1% | +61.4% |
| All | +103.8% | +74.2% | +29.6% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling