+108.7%
USB vs PBF
+355.1%
-246.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | +1.4% | +4.3% | -2.9% | +0.6% |
| 30D | -1.3% | +22.0% | -23.3% | -5.3% |
| 3M | +15.2% | +74.5% | -59.3% | +2.2% |
| 6M | +18.8% | +67.7% | -48.8% | +4.5% |
| YTD | +21.0% | +179.2% | -158.2% | -4.9% |
| 1Y | +34.0% | +170.0% | -136.0% | +4.7% |
| 3Y | +95.3% | +66.4% | +28.9% | +61.2% |
| 5Y | +40.4% | +764.5% | -724.1% | -26.8% |
| All | +108.7% | +355.1% | -246.3% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling