+21.4%
UL vs PBF
+735.5%
-714.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | +14.2% | +81.9% | -67.6% | +14.7% |
| 6M | -3.2% | +79.4% | -82.6% | -2.7% |
| YTD | -0.3% | +188.3% | -188.6% | 0.0% |
| 1Y | -8.8% | +177.3% | -186.0% | -8.5% |
| 3Y | +23.9% | +56.0% | -32.1% | +24.1% |
| 5Y | +21.4% | +804.0% | -782.7% | +21.9% |
| All | +21.4% | +735.5% | -714.1% | +21.9% |
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