+263.0%
UMC vs PBF
+55.5%
+207.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +13.6% | +1.4% | +12.3% | +13.5% |
| 30D | +20.8% | +15.8% | +4.9% | +19.4% |
| 3M | +16.1% | +90.3% | -74.1% | +11.5% |
| 6M | +137.3% | +102.8% | +34.5% | +124.0% |
| YTD | +193.8% | +187.3% | +6.4% | +164.5% |
| 1Y | +236.1% | +161.8% | +74.2% | +203.4% |
| All | +263.0% | +55.5% | +207.5% | +230.6% |
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 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