-52.3%
USAR vs PBF
+82.2%
-134.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.1% | -2.3% |
| 7D | +8.8% | +3.8% | +5.0% | +8.8% |
| 30D | -28.5% | -22.2% | -6.3% | -29.1% |
| 3M | -56.2% | +1.3% | -57.4% | -56.3% |
| 6M | -68.4% | +69.0% | -137.4% | -67.9% |
| YTD | -32.2% | +166.5% | -198.7% | -45.6% |
| 1Y | -52.3% | +88.1% | -140.4% | -50.2% |
| All | -52.3% | +82.2% | -134.5% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling