+1,151.9%
URI vs PBF
+259.1%
+892.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -1.5% |
| 7D | +9.3% | +4.3% | +5.1% | +8.3% |
| 30D | +7.6% | -21.8% | +29.4% | +13.4% |
| 3M | +1.0% | +1.7% | -0.7% | -0.6% |
| 6M | +19.8% | +69.8% | -49.9% | +2.6% |
| YTD | +41.9% | +167.7% | -125.9% | +5.4% |
| 1Y | +33.4% | +89.0% | -55.6% | +7.6% |
| 3Y | +156.0% | +78.8% | +77.2% | +97.1% |
| 5Y | +209.5% | +415.4% | -205.9% | +66.0% |
| All | +1,151.9% | +259.1% | +892.7% | +516.0% |
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