+311.2%
PBF vs VCLT
+40.0%
+271.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +3.8% | -1.9% | +5.7% | +4.2% |
| 30D | -22.2% | +1.4% | -23.6% | -22.4% |
| 3M | +1.3% | -1.8% | +3.0% | +1.6% |
| 6M | +69.0% | -3.9% | +72.9% | +70.2% |
| YTD | +166.5% | -3.9% | +170.4% | +167.5% |
| 1Y | +88.1% | -4.7% | +92.8% | +89.2% |
| 3Y | +77.9% | +14.1% | +63.9% | +69.3% |
| 5Y | +413.0% | -16.6% | +429.6% | +446.4% |
| 10Y | +261.4% | +21.4% | +240.0% | +284.3% |
| All | +311.2% | +40.0% | +271.2% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling