+98.3%
USB vs PBF
+65.3%
+32.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | +1.4% | +4.3% | -2.9% | +1.0% |
| 30D | -1.3% | +22.0% | -23.3% | -3.6% |
| 3M | +15.2% | +74.5% | -59.3% | +7.2% |
| 6M | +18.8% | +67.7% | -48.8% | +10.0% |
| YTD | +21.0% | +179.2% | -158.2% | +2.6% |
| 1Y | +34.0% | +170.0% | -136.0% | +12.8% |
| All | +98.3% | +65.3% | +32.9% | +64.2% |
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 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