+0.4%
UAL vs PBF
+176.6%
-176.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.1% | -2.2% |
| 7D | +3.5% | +2.4% | +1.1% | +3.9% |
| 30D | -16.5% | +24.9% | -41.3% | -12.4% |
| 3M | +2.8% | +81.9% | -79.1% | +17.8% |
| 6M | +17.6% | +79.4% | -61.8% | +35.5% |
| YTD | -3.2% | +188.3% | -191.5% | +14.9% |
| 1Y | +0.4% | +177.3% | -176.8% | +18.5% |
| All | +0.4% | +176.6% | -176.1% | +18.5% |
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