+132.6%
UL vs PBF
+303.9%
-171.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | 0.0% |
| 7D | -1.3% | +4.3% | -5.6% | -1.5% |
| 30D | +0.5% | +22.0% | -21.5% | -0.3% |
| 3M | +17.6% | +74.5% | -56.9% | +14.9% |
| 6M | -5.4% | +67.7% | -73.0% | -7.7% |
| YTD | +0.7% | +179.2% | -178.5% | -4.0% |
| 1Y | -9.3% | +170.0% | -179.3% | -13.6% |
| 3Y | +24.5% | +66.4% | -41.8% | +19.8% |
| 5Y | +23.2% | +764.5% | -741.3% | +6.0% |
| 10Y | +64.5% | +358.5% | -294.0% | +33.7% |
| All | +132.6% | +303.9% | -171.2% | +82.1% |
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