-68.0%
U vs PBF
+735.5%
-803.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.3% |
| 7D | +4.5% | +2.4% | +2.1% | +4.2% |
| 30D | -0.6% | +24.9% | -25.4% | -3.2% |
| 3M | +48.4% | +81.9% | -33.4% | +37.8% |
| 6M | +115.4% | +79.4% | +36.0% | +98.2% |
| YTD | -3.2% | +188.3% | -191.5% | -17.0% |
| 1Y | -6.0% | +177.3% | -183.3% | -19.6% |
| 3Y | +13.5% | +56.0% | -42.5% | +0.4% |
| 5Y | -68.0% | +804.0% | -872.0% | -77.8% |
| All | -68.0% | +735.5% | -803.5% | -77.8% |
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