+775.4%
PBF vs VFC
-77.9%
+853.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.6% |
| 7D | +4.3% | -1.6% | +5.9% | +4.5% |
| 30D | +22.0% | -11.6% | +33.6% | +24.0% |
| 3M | +74.5% | -18.1% | +92.6% | +77.6% |
| 6M | +67.7% | -27.4% | +95.0% | +72.4% |
| YTD | +179.2% | -24.8% | +204.0% | +184.8% |
| 1Y | +170.0% | -8.2% | +178.2% | +164.0% |
| 3Y | +66.4% | -29.1% | +95.5% | +60.0% |
| All | +775.4% | -77.9% | +853.3% | +1,178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling