+120.5%
URI vs PBF
+65.3%
+55.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -2.0% | +4.3% | -6.3% | -2.5% |
| 30D | -12.9% | +22.0% | -34.9% | -15.2% |
| 3M | -6.7% | +74.5% | -81.2% | -14.3% |
| 6M | +19.0% | +67.7% | -48.7% | +8.6% |
| YTD | +25.5% | +179.2% | -153.6% | +3.1% |
| 1Y | +5.5% | +170.0% | -164.5% | -14.4% |
| All | +120.5% | +65.3% | +55.2% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling