+811.8%
UNH vs PBF
+303.9%
+508.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +1.1% | +4.3% | -3.2% | +0.7% |
| 30D | -3.8% | +22.0% | -25.8% | -5.6% |
| 3M | +0.7% | +74.5% | -73.8% | -4.5% |
| 6M | +37.9% | +67.7% | -29.8% | +30.4% |
| YTD | +21.9% | +179.2% | -157.2% | +9.7% |
| 1Y | +31.4% | +170.0% | -138.6% | +17.9% |
| 3Y | -11.4% | +66.4% | -77.8% | -18.6% |
| 5Y | +2.5% | +764.5% | -762.0% | -24.1% |
| 10Y | +242.9% | +358.5% | -115.7% | +135.8% |
| All | +811.8% | +303.9% | +508.0% | +464.8% |
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 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