+250.9%
PBF vs VFC
-48.6%
+299.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | -0.7% |
| 7D | +6.5% | +1.6% | +4.8% | +5.8% |
| 30D | -20.0% | +25.5% | -45.5% | -26.7% |
| 3M | -3.3% | +41.3% | -44.6% | -15.6% |
| 6M | +76.8% | +22.2% | +54.6% | +58.4% |
| YTD | +168.9% | +16.4% | +152.5% | +138.8% |
| 1Y | +96.4% | +38.4% | +57.9% | +60.8% |
| 3Y | +77.2% | +56.2% | +21.0% | +5.6% |
| 5Y | +417.7% | -68.2% | +485.9% | +771.8% |
| All | +250.9% | -48.6% | +299.6% | +346.0% |
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