+341.8%
PBF vs VCLT
+17.1%
+324.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +5.3% | -1.4% | +6.7% | +5.7% |
| 30D | +11.7% | -1.2% | +12.9% | +12.1% |
| 3M | +91.1% | -4.8% | +95.8% | +93.6% |
| 6M | +88.4% | -2.6% | +91.0% | +89.0% |
| YTD | +194.1% | -3.3% | +197.4% | +195.2% |
| 1Y | +180.4% | -4.8% | +185.2% | +182.9% |
| 3Y | +59.3% | +11.5% | +47.8% | +50.4% |
| 5Y | +816.3% | -17.0% | +833.2% | +915.2% |
| All | +341.8% | +17.1% | +324.7% | +388.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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