+107.5%
UAL vs PBF
+345.4%
-237.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | +0.7% | +4.3% | -3.6% | -0.4% |
| 30D | -16.1% | +22.0% | -38.1% | -20.8% |
| 3M | +6.1% | +74.5% | -68.4% | -10.4% |
| 6M | +10.8% | +67.7% | -56.8% | -8.5% |
| YTD | -0.4% | +179.2% | -179.6% | -30.1% |
| 1Y | +5.0% | +170.0% | -165.0% | -27.4% |
| 3Y | +124.0% | +66.4% | +57.6% | +67.7% |
| 5Y | +141.0% | +764.5% | -623.5% | -8.4% |
| All | +107.5% | +345.4% | -237.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling