-19.0%
USAR vs PBF
+98.1%
-117.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.1% |
| 7D | -0.8% | +6.5% | -7.2% | -0.6% |
| 30D | -20.9% | -20.0% | -0.9% | -21.6% |
| 3M | -56.2% | -3.3% | -52.8% | -56.2% |
| 6M | -67.9% | +76.8% | -144.7% | -67.1% |
| YTD | -31.4% | +168.9% | -200.4% | -30.5% |
| 1Y | -45.1% | +96.4% | -141.4% | -44.5% |
| 3Y | -20.3% | +77.2% | -97.5% | -10.8% |
| All | -19.0% | +98.1% | -117.1% | -9.7% |
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