+148.4%
UPS vs PBF
+258.1%
-109.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.2% | +5.3% | +0.5% |
| 7D | +1.7% | -15.3% | +17.0% | +3.1% |
| 30D | +17.4% | -21.8% | +39.2% | +19.6% |
| 3M | +7.7% | -0.2% | +7.9% | +7.1% |
| 6M | +13.8% | +63.6% | -49.8% | +7.8% |
| YTD | +17.3% | +147.5% | -130.3% | +5.7% |
| 1Y | +27.2% | +69.8% | -42.7% | +18.5% |
| 3Y | -5.6% | +65.3% | -70.9% | -14.2% |
| 5Y | -33.5% | +393.4% | -426.9% | -47.0% |
| 10Y | +43.7% | +240.3% | -196.6% | +8.3% |
| All | +148.4% | +258.1% | -109.6% | +81.8% |
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