-17.9%
USAR vs PBF
+92.9%
-110.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.8% | -1.4% | +4.5% |
| 7D | +0.8% | -4.0% | +4.8% | +0.6% |
| 30D | -30.1% | -18.0% | -12.1% | -30.6% |
| 3M | -56.3% | +0.9% | -57.2% | -56.3% |
| 6M | -68.6% | +65.7% | -134.3% | -67.9% |
| YTD | -30.5% | +161.9% | -192.4% | -29.7% |
| 1Y | -53.5% | +77.8% | -131.3% | -53.2% |
| 3Y | -19.3% | +74.9% | -94.1% | -9.8% |
| All | -17.9% | +92.9% | -110.8% | -8.6% |
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