+420.4%
PBF vs URA
+25.6%
+394.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +6.5% | -1.5% | +8.0% | +6.9% |
| 30D | -20.0% | -10.4% | -9.6% | -17.8% |
| 3M | -3.3% | -29.6% | +26.3% | +5.7% |
| 6M | +76.8% | -40.3% | +117.1% | +100.7% |
| YTD | +168.9% | -25.5% | +194.4% | +170.5% |
| 1Y | +96.4% | -26.4% | +122.8% | +97.4% |
| 3Y | +77.2% | +31.4% | +45.8% | +25.4% |
| All | +420.4% | +25.6% | +394.8% | +258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling