+330.8%
PBF vs VFC
-45.3%
+376.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -2.2% |
| 7D | +4.3% | -1.6% | +5.9% | +4.8% |
| 30D | +22.0% | -11.6% | +33.6% | +27.7% |
| 3M | +74.5% | -18.1% | +92.6% | +83.1% |
| 6M | +67.7% | -27.4% | +95.0% | +80.1% |
| YTD | +179.2% | -24.8% | +204.0% | +193.8% |
| 1Y | +170.0% | -8.2% | +178.2% | +155.3% |
| 3Y | +66.4% | -29.1% | +95.5% | +39.4% |
| 5Y | +764.5% | -79.2% | +843.7% | +1,472.4% |
| 10Y | +358.5% | -68.1% | +426.6% | +557.1% |
| All | +330.8% | -45.3% | +376.1% | +389.7% |
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 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