+30.9%
BLK vs PBF
+785.3%
-754.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -5.2% | +2.3% | -7.5% | -5.3% |
| 30D | -7.0% | +11.6% | -18.6% | -7.9% |
| 3M | +5.7% | +81.7% | -76.1% | +0.5% |
| 6M | +11.0% | +96.4% | -85.4% | +4.0% |
| YTD | +0.9% | +189.5% | -188.6% | -9.6% |
| 1Y | -1.6% | +180.7% | -182.4% | -12.1% |
| 3Y | +64.5% | +56.6% | +7.8% | +49.7% |
| All | +30.9% | +785.3% | -754.4% | +1.9% |
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