+35.3%
UBER vs PBF
+75.3%
-40.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.5% |
| 7D | +1.2% | -4.0% | +5.1% | +1.4% |
| 30D | -1.1% | -18.0% | +16.8% | -0.1% |
| 3M | -10.0% | +0.9% | -10.9% | -10.6% |
| 6M | -7.2% | +65.7% | -72.9% | -11.7% |
| YTD | -13.5% | +161.9% | -175.4% | -24.1% |
| 1Y | -24.5% | +77.8% | -102.3% | -29.7% |
| All | +35.3% | +75.3% | -40.0% | +20.2% |
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