+61.3%
PBF vs UMAC
+488.3%
-427.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +0.8% |
| 7D | +2.3% | -4.0% | +6.3% | +2.4% |
| 30D | +11.6% | -9.4% | +21.0% | +11.6% |
| 3M | +81.7% | +3.0% | +78.8% | +80.5% |
| 6M | +96.4% | +27.2% | +69.3% | +92.3% |
| YTD | +189.5% | +84.7% | +104.8% | +179.0% |
| 1Y | +180.7% | +136.5% | +44.3% | +167.5% |
| All | +61.3% | +488.3% | -427.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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