+275.1%
BLK vs PBF
+374.8%
-99.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | -3.3% | +5.3% | -8.6% | -3.9% |
| 30D | -6.5% | +11.7% | -18.3% | -7.9% |
| 3M | +6.7% | +91.1% | -84.3% | -2.1% |
| 6M | +14.7% | +88.4% | -73.7% | +4.4% |
| YTD | +2.5% | +194.1% | -191.5% | -12.7% |
| 1Y | -2.8% | +180.4% | -183.2% | -17.3% |
| 3Y | +65.9% | +59.3% | +6.5% | +47.2% |
| 5Y | +33.0% | +816.3% | -783.3% | -12.4% |
| All | +275.1% | +374.8% | -99.8% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling