-25.9%
UPS vs PBF
+62.4%
-88.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.0% | -2.0% |
| 7D | -2.1% | +2.4% | -4.5% | -2.3% |
| 30D | -2.3% | +24.9% | -27.2% | -3.8% |
| 3M | -5.2% | +81.9% | -87.1% | -9.2% |
| 6M | +1.4% | +79.4% | -78.0% | -3.5% |
| YTD | +6.1% | +188.3% | -182.2% | -4.3% |
| 1Y | +27.0% | +177.3% | -150.3% | +13.6% |
| 3Y | -25.9% | +56.0% | -81.9% | -35.7% |
| All | -25.9% | +62.4% | -88.3% | -35.7% |
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