+2,485.5%
URI vs PBF
+265.5%
+2,220.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.4% | +1.3% | -4.3% |
| 7D | -9.8% | -13.8% | +4.0% | -6.6% |
| 30D | +1.7% | -19.6% | +21.4% | +6.6% |
| 3M | -9.1% | +10.3% | -19.3% | -12.5% |
| 6M | +9.9% | +63.4% | -53.6% | -5.8% |
| YTD | +31.2% | +152.6% | -121.4% | -2.3% |
| 1Y | +25.9% | +87.4% | -61.4% | +0.7% |
| 3Y | +147.4% | +63.3% | +84.1% | +92.7% |
| 5Y | +179.7% | +412.5% | -232.7% | +46.7% |
| 10Y | +1,419.5% | +282.5% | +1,137.1% | +559.8% |
| All | +2,485.5% | +265.5% | +2,220.0% | +944.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling