+801.9%
PBF vs VEU
+56.2%
+745.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.1% |
| 30D | +15.8% | +0.7% | +15.2% | +15.2% |
| 3M | +90.3% | +4.7% | +85.6% | +83.1% |
| 6M | +102.8% | +11.6% | +91.2% | +80.4% |
| YTD | +187.3% | +16.8% | +170.5% | +142.4% |
| 1Y | +161.8% | +24.9% | +137.0% | +106.6% |
| 3Y | +55.5% | +75.7% | -20.3% | -12.9% |
| 5Y | +801.9% | +56.1% | +745.8% | +579.3% |
| All | +801.9% | +56.2% | +745.7% | +579.3% |
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