+66.0%
PBF vs URA
+114.7%
-48.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +22.0% | +7.4% | +14.6% | +20.5% |
| 3M | +74.5% | -8.4% | +82.9% | +75.9% |
| 6M | +67.7% | -12.7% | +80.4% | +68.4% |
| YTD | +179.2% | +7.8% | +171.4% | +162.5% |
| 1Y | +170.0% | +19.5% | +150.5% | +141.2% |
| All | +66.0% | +114.7% | -48.7% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling