+334.9%
PBF vs VFC
-70.4%
+405.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | +2.3% | -3.3% | +5.6% | +3.5% |
| 30D | +11.6% | -14.0% | +25.6% | +17.9% |
| 3M | +81.7% | -22.6% | +104.3% | +94.7% |
| 6M | +96.4% | -24.7% | +121.2% | +106.9% |
| YTD | +189.5% | -29.0% | +218.4% | +210.5% |
| 1Y | +180.7% | -13.8% | +194.5% | +171.9% |
| 3Y | +56.6% | -28.2% | +84.9% | +28.2% |
| 5Y | +802.0% | -79.0% | +881.0% | +1,595.2% |
| All | +334.9% | -70.4% | +405.3% | +552.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling