+420.4%
PBF vs VICR
-1.1%
+421.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.8% |
| 7D | +6.5% | +8.3% | -1.8% | +5.5% |
| 30D | -20.0% | -35.2% | +15.2% | -16.8% |
| 3M | -3.3% | -29.8% | +26.5% | -1.1% |
| 6M | +76.8% | -48.6% | +125.4% | +83.5% |
| YTD | +168.9% | +45.1% | +123.8% | +136.8% |
| 1Y | +96.4% | +79.6% | +16.8% | +67.3% |
| 3Y | +77.2% | +335.4% | -258.2% | +26.9% |
| All | +420.4% | -1.1% | +421.5% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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