+232.5%
UMC vs PBF
+180.3%
+52.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.5% |
| 7D | +11.4% | +2.3% | +9.1% | +11.4% |
| 30D | +16.8% | +11.6% | +5.2% | +17.1% |
| 3M | +19.1% | +81.7% | -62.6% | +23.9% |
| 6M | +137.4% | +96.4% | +41.0% | +146.5% |
| YTD | +186.4% | +189.5% | -3.1% | +193.3% |
| All | +232.5% | +180.3% | +52.1% | +236.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling