+154.8%
URI vs PBF
+75.3%
+79.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +3.5% |
| 7D | +2.4% | -4.0% | +6.4% | +2.9% |
| 30D | +8.9% | -18.0% | +26.9% | +11.1% |
| 3M | +0.8% | +0.9% | -0.1% | 0.0% |
| 6M | +23.1% | +65.7% | -42.6% | +13.1% |
| YTD | +43.1% | +161.9% | -118.8% | +17.6% |
| 1Y | +35.7% | +77.8% | -42.1% | +20.2% |
| All | +154.8% | +75.3% | +79.5% | +108.7% |
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