+249.4%
PBF vs URA
+272.2%
-22.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +4.0% |
| 7D | +4.3% | +4.5% | -0.2% | +2.1% |
| 30D | -21.8% | -13.4% | -8.4% | -16.9% |
| 3M | +1.7% | -28.4% | +30.1% | +16.6% |
| 6M | +69.8% | -40.5% | +110.2% | +108.0% |
| YTD | +167.7% | -24.3% | +192.0% | +171.8% |
| 1Y | +89.0% | -28.8% | +117.8% | +96.8% |
| 3Y | +78.8% | +37.6% | +41.2% | +11.1% |
| 5Y | +415.4% | +30.7% | +384.7% | +212.0% |
| All | +249.4% | +272.2% | -22.9% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling