+74.9%
USAR vs PBF
+105.7%
-30.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.5% |
| 7D | -2.1% | +4.3% | -6.4% | -2.0% |
| 30D | +2.6% | +22.0% | -19.4% | +3.2% |
| 3M | -35.0% | +74.5% | -109.5% | -33.4% |
| 6M | -6.9% | +67.7% | -74.6% | -4.9% |
| YTD | +48.0% | +179.2% | -131.2% | +50.1% |
| 1Y | +24.8% | +170.0% | -145.2% | +27.9% |
| 3Y | +73.2% | +66.4% | +6.9% | +94.1% |
| All | +74.9% | +105.7% | -30.8% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling