+45.5%
UNP vs PBF
+62.4%
-16.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.6% |
| 7D | -0.7% | +2.4% | -3.1% | -0.9% |
| 30D | -1.1% | +24.9% | -26.0% | -2.9% |
| 3M | +7.9% | +81.9% | -74.0% | +2.4% |
| 6M | +14.6% | +79.4% | -64.7% | +8.2% |
| YTD | +26.6% | +188.3% | -161.7% | +13.2% |
| 1Y | +35.6% | +177.3% | -141.7% | +20.9% |
| 3Y | +45.5% | +56.0% | -10.5% | +27.2% |
| All | +45.5% | +62.4% | -16.9% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling