+107.5%
UL vs PBF
+259.1%
-151.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | +0.3% |
| 7D | -2.5% | +4.3% | -6.8% | -2.6% |
| 30D | +5.7% | -21.8% | +27.5% | +6.3% |
| 3M | +7.0% | +1.7% | +5.3% | +6.7% |
| 6M | +16.1% | +69.8% | -53.7% | +13.9% |
| YTD | +3.6% | +167.7% | -164.2% | -0.3% |
| 1Y | -1.4% | +89.0% | -90.3% | -4.0% |
| 3Y | +34.1% | +78.8% | -44.7% | +29.6% |
| 5Y | +32.0% | +415.4% | -383.4% | +19.8% |
| All | +107.5% | +259.1% | -151.6% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling