+395.3%
PBF vs URA
+33.4%
+361.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -2.8% |
| 7D | -13.8% | -4.1% | -9.6% | -12.7% |
| 30D | -19.6% | -19.0% | -0.6% | -15.1% |
| 3M | +10.3% | -25.1% | +35.4% | +18.4% |
| 6M | +63.4% | -44.5% | +107.9% | +90.3% |
| YTD | +152.6% | -24.3% | +176.9% | +153.1% |
| 1Y | +87.4% | -28.1% | +115.5% | +90.6% |
| 3Y | +63.3% | +40.7% | +22.6% | +11.7% |
| All | +395.3% | +33.4% | +361.9% | +248.2% |
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