+75.4%
USAR vs PBF
+112.4%
-37.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.4% |
| 7D | +2.3% | +2.4% | -0.1% | +2.4% |
| 30D | -8.6% | +24.9% | -33.5% | -8.1% |
| 3M | -20.5% | +81.9% | -102.3% | -18.5% |
| 6M | +1.2% | +79.4% | -78.2% | +3.3% |
| YTD | +48.4% | +188.3% | -139.9% | +50.7% |
| 1Y | +30.6% | +177.3% | -146.6% | +33.9% |
| 3Y | +73.6% | +56.0% | +17.6% | +95.0% |
| All | +75.4% | +112.4% | -37.0% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling