+1,218.8%
URI vs PBF
+299.9%
+918.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.4% | +3.5% | +6.1% |
| 7D | -4.0% | -7.4% | +3.3% | -2.3% |
| 30D | +6.8% | -17.5% | +24.3% | +11.2% |
| 3M | -2.8% | +13.1% | -15.9% | -6.8% |
| 6M | +20.9% | +72.6% | -51.8% | +3.0% |
| YTD | +40.2% | +161.2% | -121.0% | +4.8% |
| 1Y | +34.1% | +93.3% | -59.2% | +7.4% |
| 3Y | +164.1% | +80.7% | +83.5% | +102.6% |
| 5Y | +199.3% | +396.1% | -196.8% | +62.0% |
| 10Y | +1,218.8% | +252.3% | +966.6% | +555.9% |
| All | +1,218.8% | +299.9% | +918.9% | +555.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling