+330.8%
PBF vs VEU
+188.8%
+142.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -2.0% |
| 7D | +4.3% | +1.1% | +3.1% | +2.6% |
| 30D | +22.0% | +2.2% | +19.8% | +18.2% |
| 3M | +74.5% | +3.0% | +71.5% | +65.1% |
| 6M | +67.7% | +10.9% | +56.8% | +35.6% |
| YTD | +179.2% | +18.2% | +161.0% | +103.8% |
| 1Y | +170.0% | +28.3% | +141.7% | +74.1% |
| 3Y | +66.4% | +74.6% | -8.2% | -34.2% |
| 5Y | +764.5% | +56.4% | +708.1% | +304.3% |
| 10Y | +358.5% | +153.0% | +205.5% | +22.5% |
| All | +330.8% | +188.8% | +142.0% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling