+31.5%
UL vs PBF
+420.6%
-389.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.0% |
| 7D | -1.7% | -4.0% | +2.3% | -1.8% |
| 30D | +4.5% | -18.0% | +22.5% | +4.2% |
| 3M | +5.5% | +0.9% | +4.5% | +5.5% |
| 6M | +17.0% | +65.7% | -48.7% | +17.4% |
| YTD | +3.2% | +161.9% | -158.7% | +3.4% |
| 1Y | -1.9% | +77.8% | -79.7% | -1.6% |
| 3Y | +33.6% | +74.9% | -41.3% | +33.6% |
| 5Y | +31.5% | +423.4% | -391.9% | +33.1% |
| All | +31.5% | +420.6% | -389.1% | +33.1% |
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 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