+666.2%
BLK vs PBF
+317.1%
+349.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.3% |
| 7D | -2.4% | +2.4% | -4.8% | -2.7% |
| 30D | -3.1% | +24.9% | -28.0% | -6.0% |
| 3M | +10.7% | +81.9% | -71.2% | +1.5% |
| 6M | +15.9% | +79.4% | -63.5% | +5.2% |
| YTD | +4.0% | +188.3% | -184.3% | -12.2% |
| 1Y | +1.3% | +177.3% | -176.0% | -14.7% |
| 3Y | +69.6% | +56.0% | +13.6% | +49.7% |
| 5Y | +33.8% | +804.0% | -770.2% | -14.0% |
| 10Y | +276.2% | +334.1% | -57.9% | +123.0% |
| All | +666.2% | +317.1% | +349.1% | +336.1% |
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