+49.4%
UBER vs PBF
+56.0%
-6.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.7% | -3.7% |
| 7D | -2.8% | +2.4% | -5.2% | -3.0% |
| 30D | -2.5% | +24.9% | -27.4% | -4.2% |
| 3M | +4.4% | +81.9% | -77.5% | -0.8% |
| 6M | -2.7% | +79.4% | -82.0% | -8.3% |
| YTD | -10.5% | +188.3% | -198.8% | -21.4% |
| 1Y | -22.5% | +177.3% | -199.8% | -31.9% |
| All | +49.4% | +56.0% | -6.6% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling