+2,373.5%
URI vs PBF
+303.9%
+2,069.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -2.0% | +4.3% | -6.3% | -3.0% |
| 30D | -12.9% | +22.0% | -34.9% | -17.4% |
| 3M | -6.7% | +74.5% | -81.2% | -20.2% |
| 6M | +19.0% | +67.7% | -48.7% | +0.6% |
| YTD | +25.5% | +179.2% | -153.6% | -7.8% |
| 1Y | +5.5% | +170.0% | -164.5% | -23.4% |
| 3Y | +111.3% | +66.4% | +44.9% | +65.3% |
| 5Y | +198.6% | +764.5% | -565.9% | +35.4% |
| 10Y | +1,179.9% | +358.5% | +821.4% | +432.9% |
| All | +2,373.5% | +303.9% | +2,069.6% | +885.6% |
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