+841.3%
UNH vs PBF
+289.1%
+552.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +3.4% | +6.5% | -3.1% | +2.8% |
| 30D | +3.0% | -20.0% | +23.0% | +4.7% |
| 3M | +2.7% | -3.3% | +6.1% | +2.5% |
| 6M | +2.8% | +76.8% | -74.0% | -3.2% |
| YTD | +25.9% | +168.9% | -143.1% | +13.1% |
| 1Y | +25.8% | +96.4% | -70.6% | +16.1% |
| 3Y | -20.0% | +77.2% | -97.2% | -27.2% |
| 5Y | -2.8% | +417.7% | -420.6% | -23.8% |
| 10Y | +228.7% | +264.7% | -36.0% | +131.5% |
| All | +841.3% | +289.1% | +552.2% | +482.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling