+77.6%
UMC vs PBF
+419.4%
-341.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.7% | -2.3% |
| 7D | +11.2% | +6.5% | +4.7% | +10.5% |
| 30D | -28.0% | -20.0% | -8.0% | -26.6% |
| 3M | -20.5% | -3.3% | -17.2% | -20.6% |
| 6M | -1.6% | +76.8% | -78.4% | -7.0% |
| YTD | +99.4% | +168.9% | -69.6% | +76.7% |
| 1Y | +120.4% | +96.4% | +24.0% | +102.5% |
| 3Y | +134.2% | +77.2% | +57.0% | +108.9% |
| All | +77.6% | +419.4% | -341.8% | +40.8% |
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