+146.9%
UPS vs PBF
+287.3%
-140.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.0% |
| 7D | -0.6% | +4.3% | -4.9% | -1.0% |
| 30D | +16.4% | -21.8% | +38.2% | +18.6% |
| 3M | +7.9% | +1.7% | +6.2% | +7.1% |
| 6M | +15.8% | +69.8% | -54.0% | +9.4% |
| YTD | +16.6% | +167.7% | -151.2% | +4.3% |
| 1Y | +22.3% | +89.0% | -66.7% | +12.9% |
| 3Y | -6.2% | +78.8% | -85.0% | -15.3% |
| 5Y | -34.4% | +415.4% | -449.8% | -47.8% |
| 10Y | +41.7% | +263.1% | -221.5% | +6.1% |
| All | +146.9% | +287.3% | -140.4% | +79.4% |
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