-21.4%
USAR vs PBF
+82.3%
-103.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -5.2% | -4.4% | -9.8% |
| 7D | -9.1% | -15.3% | +6.2% | -9.7% |
| 30D | -36.9% | -21.8% | -15.2% | -37.5% |
| 3M | -58.4% | -0.2% | -58.2% | -58.4% |
| 6M | -70.6% | +63.6% | -134.2% | -70.0% |
| YTD | -33.4% | +147.5% | -181.0% | -32.7% |
| 1Y | -54.0% | +69.8% | -123.9% | -53.9% |
| 3Y | -22.7% | +65.3% | -87.9% | -13.7% |
| All | -21.4% | +82.3% | -103.7% | -12.6% |
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 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