+56.0%
PBF vs VCLT
+12.2%
+43.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.5% |
| 30D | +24.9% | -0.6% | +25.4% | +24.8% |
| 3M | +81.9% | -2.2% | +84.1% | +81.2% |
| 6M | +79.4% | -2.9% | +82.3% | +79.0% |
| YTD | +188.3% | -2.1% | +190.4% | +187.1% |
| 1Y | +177.3% | -2.6% | +179.8% | +176.1% |
| 3Y | +56.0% | +12.5% | +43.5% | +45.4% |
| All | +56.0% | +12.2% | +43.8% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling