+281.1%
UNP vs PBF
+259.1%
+22.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | +2.1% | +4.3% | -2.2% | +1.5% |
| 30D | +7.7% | -21.8% | +29.5% | +10.7% |
| 3M | +4.0% | +1.7% | +2.3% | +3.1% |
| 6M | +15.7% | +69.8% | -54.1% | +6.9% |
| YTD | +33.5% | +167.7% | -134.2% | +14.7% |
| 1Y | +38.9% | +89.0% | -50.0% | +24.7% |
| 3Y | +53.7% | +78.8% | -25.1% | +34.1% |
| 5Y | +40.4% | +415.4% | -375.0% | +0.8% |
| All | +281.1% | +259.1% | +22.0% | +151.0% |
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