+226.2%
MRK vs PBF
+367.4%
-141.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -1.9% |
| 7D | -5.0% | +2.3% | -7.3% | -5.1% |
| 30D | +11.0% | +11.6% | -0.6% | +10.3% |
| 3M | +22.4% | +81.7% | -59.4% | +18.4% |
| 6M | +25.4% | +96.4% | -71.0% | +20.3% |
| YTD | +39.5% | +189.5% | -150.0% | +30.6% |
| 1Y | +78.0% | +180.7% | -102.8% | +66.4% |
| 3Y | +45.5% | +56.6% | -11.1% | +38.5% |
| 5Y | +130.3% | +802.0% | -671.7% | +90.2% |
| All | +226.2% | +367.4% | -141.3% | +150.8% |
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