+802.0%
PBF vs ULTA
+39.1%
+762.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.0% |
| 7D | +2.3% | -3.9% | +6.2% | +3.0% |
| 30D | +11.6% | -1.1% | +12.6% | +11.6% |
| 3M | +81.7% | +13.8% | +68.0% | +76.2% |
| 6M | +96.4% | -17.2% | +113.7% | +102.8% |
| YTD | +189.5% | -11.5% | +200.9% | +194.0% |
| 1Y | +180.7% | +3.9% | +176.8% | +173.2% |
| 3Y | +56.6% | +29.5% | +27.2% | +38.6% |
| 5Y | +802.0% | +42.9% | +759.1% | +647.9% |
| All | +802.0% | +39.1% | +762.9% | +647.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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