+447.3%
MRK vs PBF
+303.9%
+143.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | +1.3% | +4.3% | -3.0% | +1.1% |
| 30D | +17.1% | +22.0% | -4.8% | +15.8% |
| 3M | +25.9% | +74.5% | -48.6% | +21.6% |
| 6M | +26.8% | +67.7% | -40.9% | +22.3% |
| YTD | +44.9% | +179.2% | -134.3% | +35.1% |
| 1Y | +84.8% | +170.0% | -85.2% | +72.1% |
| 3Y | +50.1% | +66.4% | -16.3% | +41.6% |
| 5Y | +127.4% | +764.5% | -637.1% | +85.7% |
| 10Y | +240.0% | +358.5% | -118.6% | +159.1% |
| All | +447.3% | +303.9% | +143.5% | +326.3% |
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