+63.2%
BLK vs PBF
+56.6%
+6.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -5.2% | +2.3% | -7.5% | -5.3% |
| 30D | -7.0% | +11.6% | -18.6% | -7.6% |
| 3M | +5.7% | +81.7% | -76.1% | +1.9% |
| 6M | +11.0% | +96.4% | -85.4% | +5.5% |
| YTD | +0.9% | +189.5% | -188.6% | -8.7% |
| 1Y | -1.6% | +180.7% | -182.4% | -11.3% |
| All | +63.2% | +56.6% | +6.6% | +39.4% |
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 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