+281.9%
PBF vs VFC
-15.1%
+297.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.6% | -5.0% |
| 7D | -15.3% | +3.5% | -18.8% | -16.4% |
| 30D | -21.8% | +38.3% | -60.1% | -31.1% |
| 3M | -0.2% | +40.2% | -40.4% | -12.8% |
| 6M | +63.6% | +10.6% | +53.0% | +52.0% |
| YTD | +147.5% | +16.7% | +130.8% | +119.0% |
| 1Y | +69.8% | +45.0% | +24.8% | +35.7% |
| 3Y | +65.3% | +48.8% | +16.5% | +1.6% |
| 5Y | +393.4% | -67.6% | +461.0% | +657.5% |
| 10Y | +240.3% | -47.5% | +287.8% | +299.3% |
| All | +281.9% | -15.1% | +297.0% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling