+82.2%
UBER vs PBF
+188.5%
-106.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.1% |
| 7D | -3.9% | +4.3% | -8.2% | -4.5% |
| 30D | +11.1% | +22.0% | -10.9% | +7.5% |
| 3M | +4.9% | +74.5% | -69.6% | -4.7% |
| 6M | -1.2% | +67.7% | -68.8% | -10.8% |
| YTD | -7.3% | +179.2% | -186.5% | -23.8% |
| 1Y | -17.6% | +170.0% | -187.6% | -32.5% |
| 3Y | +61.1% | +66.4% | -5.3% | +37.6% |
| 5Y | +87.9% | +764.5% | -676.6% | +12.4% |
| All | +82.2% | +188.5% | -106.2% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling