+76.2%
UBER vs PBF
+817.4%
-741.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -7.0% | +1.4% | -8.4% | -7.2% |
| 30D | -8.9% | +15.8% | -24.8% | -10.6% |
| 3M | +1.0% | +90.3% | -89.3% | -7.1% |
| 6M | -3.7% | +102.8% | -106.6% | -13.2% |
| YTD | -13.0% | +187.3% | -200.3% | -26.2% |
| 1Y | -25.5% | +161.8% | -187.4% | -36.3% |
| 3Y | +50.5% | +55.5% | -5.0% | +33.3% |
| 5Y | +76.2% | +801.9% | -725.7% | +5.6% |
| All | +76.2% | +817.4% | -741.2% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling