+288.4%
UNP vs PBF
+261.5%
+27.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.3% | -0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -1.6% |
| 30D | +7.3% | -18.0% | +25.3% | +9.6% |
| 3M | +3.6% | +0.9% | +2.7% | +2.8% |
| 6M | +15.8% | +65.7% | -49.9% | +7.3% |
| YTD | +32.6% | +161.9% | -129.3% | +14.2% |
| 1Y | +37.2% | +77.8% | -40.6% | +24.0% |
| 3Y | +52.6% | +74.9% | -22.3% | +33.5% |
| 5Y | +40.6% | +423.4% | -382.8% | +0.5% |
| 10Y | +288.4% | +255.2% | +33.3% | +155.1% |
| All | +288.4% | +261.5% | +27.0% | +155.1% |
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