+420.4%
PBF vs VEU
+47.6%
+372.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +6.5% | +2.1% | +4.4% | +5.1% |
| 30D | -20.0% | -0.9% | -19.1% | -19.6% |
| 3M | -3.3% | -5.4% | +2.0% | -0.1% |
| 6M | +76.8% | -1.8% | +78.6% | +76.9% |
| YTD | +168.9% | +10.9% | +158.0% | +136.4% |
| 1Y | +96.4% | +13.6% | +82.8% | +68.6% |
| 3Y | +77.2% | +69.3% | +7.9% | +4.9% |
| All | +420.4% | +47.6% | +372.9% | +290.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling