+123.3%
UAL vs PBF
+441.3%
-318.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.2% | -8.3% | -6.2% |
| 7D | +0.7% | +4.3% | -3.6% | +0.2% |
| 30D | +7.8% | -21.8% | +29.6% | +10.1% |
| 3M | -11.1% | +1.7% | -12.8% | -11.9% |
| 6M | +16.1% | +69.8% | -53.7% | +7.4% |
| YTD | -0.5% | +167.7% | -168.2% | -17.2% |
| 1Y | +11.3% | +89.0% | -77.7% | -1.5% |
| 3Y | +192.8% | +78.8% | +114.1% | +139.8% |
| 5Y | +123.3% | +415.4% | -292.2% | +42.1% |
| All | +123.3% | +441.3% | -318.0% | +42.1% |
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