+334.9%
PBF vs VEU
+152.3%
+182.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +2.6% |
| 7D | +2.3% | -1.9% | +4.2% | +5.2% |
| 30D | +11.6% | -0.7% | +12.3% | +12.5% |
| 3M | +81.7% | +4.9% | +76.9% | +66.9% |
| 6M | +96.4% | +9.8% | +86.6% | +57.9% |
| YTD | +189.5% | +15.3% | +174.2% | +112.2% |
| 1Y | +180.7% | +23.0% | +157.7% | +84.6% |
| 3Y | +56.6% | +73.5% | -16.9% | -44.5% |
| 5Y | +802.0% | +54.5% | +747.5% | +291.1% |
| All | +334.9% | +152.3% | +182.6% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling