+24.4%
USB vs PBF
+420.6%
-396.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -0.7% |
| 7D | -0.5% | -4.0% | +3.4% | -0.1% |
| 30D | +5.7% | -18.0% | +23.7% | +7.8% |
| 3M | -4.7% | +0.9% | -5.6% | -5.5% |
| 6M | +13.4% | +65.7% | -52.3% | +5.1% |
| YTD | +17.0% | +161.9% | -144.9% | 0.0% |
| 1Y | +32.4% | +77.8% | -45.4% | +19.4% |
| 3Y | +101.7% | +74.9% | +26.8% | +73.0% |
| 5Y | +24.4% | +423.4% | -399.0% | -10.7% |
| All | +24.4% | +420.6% | -396.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling