+67.6%
UBER vs PBF
+177.9%
-110.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | +1.6% | +6.5% | -4.9% | +0.6% |
| 30D | +0.6% | -20.0% | +20.6% | +3.6% |
| 3M | -8.2% | -3.3% | -4.8% | -8.6% |
| 6M | -6.7% | +76.8% | -83.5% | -16.2% |
| YTD | -14.7% | +168.9% | -183.7% | -30.1% |
| 1Y | -24.1% | +96.4% | -120.4% | -34.5% |
| 3Y | +33.4% | +77.2% | -43.8% | +12.1% |
| 5Y | +54.5% | +417.7% | -363.3% | +1.1% |
| All | +67.6% | +177.9% | -110.2% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling