+802.0%
PBF vs VICR
+42.6%
+759.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.1% |
| 7D | +2.3% | -0.4% | +2.7% | +2.3% |
| 30D | +11.6% | -15.6% | +27.1% | +13.4% |
| 3M | +81.7% | -35.4% | +117.1% | +88.0% |
| 6M | +96.4% | +1.3% | +95.2% | +86.1% |
| YTD | +189.5% | +62.5% | +127.0% | +152.2% |
| 1Y | +180.7% | +255.5% | -74.7% | +114.2% |
| 3Y | +56.6% | +182.0% | -125.4% | +17.3% |
| 5Y | +802.0% | +42.9% | +759.1% | +551.5% |
| All | +802.0% | +42.6% | +759.4% | +551.5% |
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