+31.8%
MCK vs PBF
+176.4%
-144.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.5% |
| 7D | +1.7% | +4.3% | -2.6% | +1.9% |
| 30D | +3.6% | +22.0% | -18.4% | +4.2% |
| 3M | +20.1% | +74.5% | -54.4% | +21.4% |
| 6M | -7.0% | +67.7% | -74.7% | -5.6% |
| YTD | +11.0% | +179.2% | -168.2% | +12.4% |
| 1Y | +31.8% | +170.0% | -138.2% | +35.7% |
| All | +31.8% | +176.4% | -144.5% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling