-39.0%
U vs PBF
+1,075.9%
-1,114.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.8% | +4.3% | -8.1% | -4.1% |
| 30D | +17.5% | +22.0% | -4.5% | +15.6% |
| 3M | +38.7% | +74.5% | -35.8% | +32.5% |
| 6M | +104.4% | +67.7% | +36.7% | +94.6% |
| YTD | -5.7% | +179.2% | -184.9% | -14.5% |
| 1Y | +3.7% | +170.0% | -166.3% | -6.1% |
| 3Y | +12.3% | +66.4% | -54.1% | +2.7% |
| 5Y | -68.8% | +764.5% | -833.3% | -73.3% |
| All | -39.0% | +1,075.9% | -1,114.9% | -35.1% |
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 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