+111.0%
PBF vs VEU
+17.0%
+94.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.0% | -8.6% | -5.3% |
| 7D | -0.9% | +0.2% | -1.1% | -0.5% |
| 30D | -13.7% | -2.1% | -11.6% | -14.6% |
| 3M | +10.6% | -2.7% | +13.3% | +9.3% |
| 6M | +61.2% | +3.2% | +58.0% | +67.5% |
| YTD | +172.7% | +12.6% | +160.2% | +164.3% |
| 1Y | +111.0% | +17.1% | +93.9% | +92.1% |
| All | +111.0% | +17.0% | +94.0% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling