+92.5%
USB vs PBF
+61.6%
+30.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -1.5% |
| 7D | -1.5% | -9.5% | +8.0% | -0.6% |
| 30D | +4.3% | -17.5% | +21.8% | +6.0% |
| 3M | -6.1% | +12.2% | -18.3% | -7.9% |
| 6M | +9.4% | +49.6% | -40.2% | +2.8% |
| YTD | +15.2% | +156.8% | -141.6% | -2.0% |
| 1Y | +32.8% | +98.6% | -65.9% | +17.5% |
| All | +92.5% | +61.6% | +30.9% | +57.6% |
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 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