+3.5%
UNH vs PBF
+817.4%
-813.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.7% | +1.4% | -3.0% | -1.7% |
| 30D | -3.8% | +15.8% | -19.7% | -4.4% |
| 3M | -4.3% | +90.3% | -94.6% | -6.8% |
| 6M | +38.6% | +102.8% | -64.2% | +34.3% |
| YTD | +20.7% | +187.3% | -166.7% | +15.0% |
| 1Y | +16.0% | +161.8% | -145.8% | +10.5% |
| 3Y | -13.5% | +55.5% | -68.9% | -16.0% |
| 5Y | +3.5% | +801.9% | -798.4% | -6.9% |
| All | +3.5% | +817.4% | -813.8% | -6.9% |
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