+66.3%
UBER vs PBF
+176.6%
-110.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | +0.5% | +4.3% | -3.8% | -0.2% |
| 30D | -3.1% | -21.8% | +18.7% | +0.2% |
| 3M | -8.3% | +1.7% | -10.0% | -9.4% |
| 6M | -9.5% | +69.8% | -79.3% | -18.2% |
| YTD | -15.4% | +167.7% | -183.1% | -30.6% |
| 1Y | -26.1% | +89.0% | -115.1% | -35.9% |
| 3Y | +34.0% | +78.8% | -44.8% | +12.4% |
| 5Y | +53.2% | +415.4% | -362.2% | +0.3% |
| All | +66.3% | +176.6% | -110.4% | +8.8% |
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 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