+111.0%
PBF vs VFC
+52.5%
+58.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.4% | -11.1% | -5.9% |
| 7D | -0.9% | +21.5% | -22.4% | +2.6% |
| 30D | -13.7% | +46.7% | -60.4% | -7.6% |
| 3M | +10.6% | +38.4% | -27.8% | +17.2% |
| 6M | +61.2% | +15.2% | +46.0% | +67.7% |
| YTD | +172.7% | +17.8% | +154.9% | +185.7% |
| 1Y | +111.0% | +55.6% | +55.4% | +127.5% |
| All | +111.0% | +52.5% | +58.6% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling