+128.8%
UPS vs PBF
+303.9%
-175.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -2.9% | +4.3% | -7.2% | -3.3% |
| 30D | -3.5% | +22.0% | -25.5% | -5.3% |
| 3M | -5.7% | +74.5% | -80.2% | -10.7% |
| 6M | -4.4% | +67.7% | -72.0% | -9.8% |
| YTD | +8.0% | +179.2% | -171.2% | -3.2% |
| 1Y | +29.0% | +170.0% | -141.0% | +15.2% |
| 3Y | -27.7% | +66.4% | -94.1% | -34.1% |
| 5Y | -34.3% | +764.5% | -798.8% | -50.2% |
| 10Y | +37.8% | +358.5% | -320.7% | +1.3% |
| All | +128.8% | +303.9% | -175.0% | +66.4% |
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