+67.7%
USAR vs PBF
+55.5%
+12.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -4.4% | +1.4% | -5.8% | -4.4% |
| 30D | -10.4% | +15.8% | -26.2% | -10.0% |
| 3M | -18.4% | +90.3% | -108.6% | -16.2% |
| 6M | -8.8% | +102.8% | -111.6% | -7.2% |
| YTD | +43.4% | +187.3% | -144.0% | +45.5% |
| 1Y | +21.0% | +161.8% | -140.9% | +23.3% |
| All | +67.7% | +55.5% | +12.3% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling