+25.2%
UAL vs PBF
+92.2%
-67.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.4% | +7.5% |
| 7D | +10.2% | -7.4% | +17.6% | +8.5% |
| 30D | +12.0% | -17.5% | +29.5% | +7.9% |
| 3M | -7.1% | +13.1% | -20.2% | -2.9% |
| 6M | +20.9% | +72.6% | -51.7% | +43.3% |
| YTD | +7.7% | +161.2% | -153.5% | +33.0% |
| All | +25.2% | +92.2% | -67.0% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling