+96.6%
USB vs PBF
+71.7%
+25.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.7% | +8.6% | +2.5% |
| 7D | +2.4% | -0.9% | +3.3% | +2.4% |
| 30D | +6.6% | -13.7% | +20.3% | +7.8% |
| 3M | -4.1% | +10.6% | -14.7% | -5.8% |
| 6M | +12.5% | +61.2% | -48.7% | +4.9% |
| YTD | +17.6% | +172.7% | -155.1% | -0.4% |
| 1Y | +36.5% | +111.0% | -74.5% | +20.2% |
| All | +96.6% | +71.7% | +25.0% | +60.0% |
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