+177.3%
PBF vs URA
+20.2%
+157.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.1% | +3.4% |
| 7D | +2.4% | +8.1% | -5.7% | +2.7% |
| 30D | +24.9% | +5.8% | +19.1% | +25.1% |
| 3M | +81.9% | +3.4% | +78.4% | +81.6% |
| 6M | +79.4% | -2.6% | +82.0% | +77.7% |
| YTD | +188.3% | +11.2% | +177.1% | +180.4% |
| 1Y | +177.3% | +19.8% | +157.4% | +176.9% |
| All | +177.3% | +20.2% | +157.0% | +176.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling