+334.9%
PBF vs VIG
+247.5%
+87.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.5% |
| 7D | +2.3% | -2.2% | +4.5% | +5.8% |
| 30D | +11.6% | -3.2% | +14.8% | +17.3% |
| 3M | +81.7% | +3.0% | +78.7% | +72.8% |
| 6M | +96.4% | +8.1% | +88.3% | +69.8% |
| YTD | +189.5% | +9.1% | +180.4% | +145.7% |
| 1Y | +180.7% | +12.6% | +168.2% | +126.1% |
| 3Y | +56.6% | +55.4% | +1.2% | -25.3% |
| 5Y | +802.0% | +62.8% | +739.2% | +282.6% |
| All | +334.9% | +247.5% | +87.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling