+206.7%
UAL vs PBF
+59.0%
+147.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.8% | -2.2% |
| 7D | +8.2% | -13.8% | +21.9% | +9.0% |
| 30D | +2.3% | -19.6% | +21.9% | +3.5% |
| 3M | -12.7% | +10.3% | -22.9% | -14.0% |
| 6M | +12.7% | +63.4% | -50.7% | +6.0% |
| YTD | +0.8% | +152.6% | -151.8% | -16.6% |
| 1Y | +17.8% | +87.4% | -69.6% | +4.2% |
| 3Y | +206.7% | +63.3% | +143.4% | +135.7% |
| All | +206.7% | +59.0% | +147.7% | +135.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling