+388.9%
UAL vs PBF
+265.5%
+123.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.4% |
| 7D | +8.2% | -13.8% | +21.9% | +11.7% |
| 30D | +2.3% | -19.6% | +21.9% | +7.0% |
| 3M | -12.7% | +10.3% | -22.9% | -16.5% |
| 6M | +12.7% | +63.4% | -50.7% | -4.5% |
| YTD | +0.8% | +152.6% | -151.8% | -27.4% |
| 1Y | +17.8% | +87.4% | -69.6% | -8.7% |
| 3Y | +206.7% | +63.3% | +143.4% | +131.3% |
| 5Y | +113.9% | +412.5% | -298.6% | +2.2% |
| 10Y | +97.0% | +282.5% | -185.5% | -20.8% |
| All | +388.9% | +265.5% | +123.4% | +94.8% |
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