+396.1%
PBF vs VFC
-67.1%
+463.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +3.1% |
| 7D | -7.4% | +7.7% | -15.0% | -8.2% |
| 30D | -17.5% | +39.2% | -56.7% | -21.0% |
| 3M | +13.1% | +40.3% | -27.1% | +8.1% |
| 6M | +72.6% | +11.4% | +61.3% | +68.8% |
| YTD | +161.2% | +17.5% | +143.7% | +151.0% |
| 1Y | +93.3% | +45.9% | +47.5% | +78.5% |
| 3Y | +80.7% | +47.3% | +33.4% | +56.3% |
| 5Y | +396.1% | -67.2% | +463.3% | +581.7% |
| All | +396.1% | -67.1% | +463.2% | +581.7% |
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