+49.0%
MRK vs PBF
+55.5%
-6.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.7% |
| 30D | +12.7% | +15.8% | -3.2% | +12.6% |
| 3M | +24.2% | +90.3% | -66.0% | +23.5% |
| 6M | +27.8% | +102.8% | -75.0% | +26.7% |
| YTD | +42.2% | +187.3% | -145.1% | +39.1% |
| 1Y | +80.2% | +161.8% | -81.7% | +76.6% |
| All | +49.0% | +55.5% | -6.5% | +41.8% |
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 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