+236.3%
UNH vs PBF
+367.4%
-131.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -3.2% | +2.3% | -5.5% | -3.3% |
| 30D | -3.5% | +11.6% | -15.0% | -4.4% |
| 3M | -4.2% | +81.7% | -85.9% | -9.2% |
| 6M | +38.3% | +96.4% | -58.1% | +29.5% |
| YTD | +19.2% | +189.5% | -170.3% | +7.5% |
| 1Y | +15.0% | +180.7% | -165.8% | +3.3% |
| 3Y | -14.5% | +56.6% | -71.2% | -20.6% |
| 5Y | +4.6% | +802.0% | -797.4% | -22.2% |
| All | +236.3% | +367.4% | -131.1% | +143.6% |
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 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