+413.3%
UAL vs PBF
+278.8%
+134.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.6% | -3.2% |
| 7D | +2.3% | -4.0% | +6.2% | +3.2% |
| 30D | +13.3% | -18.0% | +31.3% | +18.0% |
| 3M | -6.3% | +0.9% | -7.2% | -8.3% |
| 6M | +22.5% | +65.7% | -43.2% | +3.5% |
| YTD | +5.9% | +161.9% | -156.0% | -24.5% |
| 1Y | +24.7% | +77.8% | -53.1% | -1.7% |
| 3Y | +211.6% | +74.9% | +136.7% | +130.7% |
| 5Y | +130.6% | +423.4% | -292.8% | +9.8% |
| 10Y | +96.5% | +255.2% | -158.7% | -20.1% |
| All | +413.3% | +278.8% | +134.5% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling