+144.1%
UMC vs PBF
+799.3%
-655.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | +9.0% | +5.3% | +3.7% | +8.5% |
| 30D | +17.2% | +11.7% | +5.5% | +16.0% |
| 3M | +11.4% | +91.1% | -79.7% | +5.2% |
| 6M | +137.5% | +88.4% | +49.1% | +122.6% |
| YTD | +193.1% | +194.1% | -0.9% | +159.7% |
| 1Y | +240.3% | +180.4% | +59.9% | +201.0% |
| 3Y | +262.2% | +59.3% | +202.9% | +229.5% |
| All | +144.1% | +799.3% | -655.2% | +88.8% |
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