+139.2%
UAL vs PBF
+772.7%
-633.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.6% |
| 7D | +0.7% | +4.3% | -3.6% | +0.2% |
| 30D | -16.1% | +22.0% | -38.1% | -18.1% |
| 3M | +6.1% | +74.5% | -68.4% | -1.4% |
| 6M | +10.8% | +67.7% | -56.8% | +1.8% |
| YTD | -0.4% | +179.2% | -179.6% | -17.0% |
| 1Y | +5.0% | +170.0% | -165.0% | -13.4% |
| 3Y | +124.0% | +66.4% | +57.6% | +86.9% |
| All | +139.2% | +772.7% | -633.5% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling