-15.3%
PBF vs VFC
+6.6%
-21.9%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1w.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.6% | N/A |
| 7D | -15.3% | +3.5% | -18.8% | N/A |
| All | -15.3% | +6.6% | -21.9% | N/A |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.
Cumulative Out/Under-Performance
Relative wealth over 1w: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Cumulative alpha will appear once a trailing regression window supports a beta estimate.
Updating return analytics…
1w analysis · Full analysis span regression · Available span rolling