+282.5%
UNP vs PBF
+351.3%
-68.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -1.7% | +1.4% | -3.1% | -1.9% |
| 30D | -2.1% | +15.8% | -18.0% | -4.0% |
| 3M | +5.4% | +90.3% | -84.8% | -3.3% |
| 6M | +13.4% | +102.8% | -89.4% | +2.3% |
| YTD | +25.0% | +187.3% | -162.4% | +7.1% |
| 1Y | +34.6% | +161.8% | -127.3% | +15.8% |
| 3Y | +43.6% | +55.5% | -11.8% | +28.2% |
| 5Y | +51.7% | +801.9% | -750.2% | +0.5% |
| 10Y | +282.5% | +362.2% | -79.7% | +144.1% |
| All | +282.5% | +351.3% | -68.8% | +144.1% |
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