+1,798.0%
UMC vs PBF
+367.4%
+1,430.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.6% |
| 7D | +11.4% | +2.3% | +9.1% | +11.1% |
| 30D | +16.8% | +11.6% | +5.2% | +15.5% |
| 3M | +19.1% | +81.7% | -62.6% | +12.2% |
| 6M | +137.4% | +96.4% | +41.0% | +120.2% |
| YTD | +186.4% | +189.5% | -3.1% | +153.7% |
| 1Y | +229.1% | +180.7% | +48.3% | +190.7% |
| 3Y | +257.9% | +56.6% | +201.3% | +227.1% |
| 5Y | +137.5% | +802.0% | -664.4% | +77.1% |
| All | +1,798.0% | +367.4% | +1,430.5% | +1,333.4% |
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 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