+56.0%
PBF vs VEU
+77.0%
-21.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +2.4% | +1.7% | +0.7% | +1.6% |
| 30D | +24.9% | +1.0% | +23.9% | +24.2% |
| 3M | +81.9% | +5.6% | +76.2% | +76.4% |
| 6M | +79.4% | +13.7% | +65.7% | +61.9% |
| YTD | +188.3% | +17.7% | +170.6% | +148.0% |
| 1Y | +177.3% | +25.8% | +151.5% | +121.9% |
| 3Y | +56.0% | +77.1% | -21.1% | -12.0% |
| All | +56.0% | +77.0% | -21.0% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling