+23.9%
UL vs PBF
+62.4%
-38.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.0% |
| 7D | -1.3% | +2.4% | -3.7% | -1.3% |
| 30D | +0.9% | +24.9% | -23.9% | +1.4% |
| 3M | +14.2% | +81.9% | -67.6% | +15.4% |
| 6M | -3.2% | +79.4% | -82.6% | -2.1% |
| YTD | -0.3% | +188.3% | -188.6% | +0.6% |
| 1Y | -8.8% | +177.3% | -186.0% | -7.9% |
| 3Y | +23.9% | +56.0% | -32.1% | +23.8% |
| All | +23.9% | +62.4% | -38.5% | +23.8% |
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 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