-33.5%
UPS vs PBF
+817.4%
-850.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -3.7% | +1.4% | -5.0% | -3.8% |
| 30D | -3.7% | +15.8% | -19.6% | -4.9% |
| 3M | -6.6% | +90.3% | -96.8% | -11.6% |
| 6M | +2.6% | +102.8% | -100.3% | -4.2% |
| YTD | +4.8% | +187.3% | -182.6% | -5.9% |
| 1Y | +25.3% | +161.8% | -136.6% | +12.7% |
| 3Y | -26.9% | +55.5% | -82.3% | -33.4% |
| 5Y | -33.5% | +801.9% | -835.4% | -46.2% |
| All | -33.5% | +817.4% | -850.9% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling