-11.5%
UNH vs PBF
+56.0%
-67.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.3% | +0.9% |
| 7D | +1.1% | +2.4% | -1.2% | +1.1% |
| 30D | -1.5% | +24.9% | -26.4% | -2.1% |
| 3M | -0.8% | +81.9% | -82.7% | -2.4% |
| 6M | +41.8% | +79.4% | -37.6% | +39.2% |
| YTD | +23.1% | +188.3% | -165.2% | +19.1% |
| 1Y | +28.5% | +177.3% | -148.7% | +23.8% |
| All | -11.5% | +56.0% | -67.5% | -9.8% |
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 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