+203.4%
URI vs PBF
+772.7%
-569.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -2.0% | +4.3% | -6.3% | -2.7% |
| 30D | -12.9% | +22.0% | -34.9% | -15.9% |
| 3M | -6.7% | +74.5% | -81.2% | -16.2% |
| 6M | +19.0% | +67.7% | -48.7% | +6.1% |
| YTD | +25.5% | +179.2% | -153.6% | +0.4% |
| 1Y | +5.5% | +170.0% | -164.5% | -16.5% |
| 3Y | +111.3% | +66.4% | +44.9% | +76.4% |
| All | +203.4% | +772.7% | -569.3% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling