+801.9%
PBF vs VCLT
-15.5%
+817.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +15.8% | +0.1% | +15.7% | +15.9% |
| 3M | +90.3% | -2.9% | +93.2% | +89.2% |
| 6M | +102.8% | -4.0% | +106.8% | +102.0% |
| YTD | +187.3% | -2.2% | +189.6% | +186.6% |
| 1Y | +161.8% | -2.6% | +164.4% | +161.1% |
| 3Y | +55.5% | +12.3% | +43.2% | +57.8% |
| 5Y | +801.9% | -16.4% | +818.3% | +750.1% |
| All | +801.9% | -15.5% | +817.5% | +750.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling