+330.8%
PBF vs VCLT
+42.8%
+288.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +22.0% | -0.9% | +22.8% | +22.2% |
| 3M | +74.5% | -3.2% | +77.7% | +75.6% |
| 6M | +67.7% | -3.8% | +71.5% | +68.7% |
| YTD | +179.2% | -2.0% | +181.2% | +179.2% |
| 1Y | +170.0% | -0.8% | +170.8% | +168.8% |
| 3Y | +66.4% | +12.3% | +54.1% | +59.3% |
| 5Y | +764.5% | -15.4% | +779.9% | +819.3% |
| 10Y | +358.5% | +15.7% | +342.8% | +377.7% |
| All | +330.8% | +42.8% | +288.0% | +331.4% |
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 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