+330.8%
PBF vs URA
+91.6%
+239.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | +4.3% | +1.1% | +3.2% | +3.7% |
| 30D | +22.0% | +7.4% | +14.6% | +17.4% |
| 3M | +74.5% | -8.4% | +82.9% | +77.7% |
| 6M | +67.7% | -12.7% | +80.4% | +67.6% |
| YTD | +179.2% | +7.8% | +171.4% | +146.2% |
| 1Y | +170.0% | +19.5% | +150.5% | +118.1% |
| 3Y | +66.4% | +116.4% | -50.0% | -11.6% |
| 5Y | +764.5% | +134.3% | +630.2% | +306.1% |
| 10Y | +358.5% | +359.3% | -0.7% | +36.6% |
| All | +330.8% | +91.6% | +239.2% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling