+550.8%
UNP vs PBF
+258.1%
+292.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.9% |
| 7D | -0.9% | -15.3% | +14.4% | +1.1% |
| 30D | +8.0% | -21.8% | +29.8% | +11.1% |
| 3M | +3.3% | -0.2% | +3.5% | +2.6% |
| 6M | +14.7% | +63.6% | -48.9% | +6.1% |
| YTD | +31.9% | +147.5% | -115.6% | +13.8% |
| 1Y | +37.1% | +69.8% | -32.7% | +24.1% |
| 3Y | +51.9% | +65.3% | -13.4% | +33.1% |
| 5Y | +39.3% | +393.4% | -354.1% | -0.7% |
| 10Y | +284.1% | +240.3% | +43.8% | +140.9% |
| All | +550.8% | +258.1% | +292.7% | +291.2% |
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 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