+77.2%
PBF vs VIG
+67.2%
+10.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +6.5% | +3.5% | +3.0% | +3.3% |
| 30D | -20.0% | +4.9% | -24.9% | -23.4% |
| 3M | -3.3% | +2.5% | -5.8% | -5.4% |
| 6M | +76.8% | +11.0% | +65.8% | +59.5% |
| YTD | +168.9% | +16.0% | +153.0% | +128.2% |
| 1Y | +96.4% | +17.5% | +78.8% | +63.3% |
| 3Y | +77.2% | +67.0% | +10.2% | -18.5% |
| All | +77.2% | +67.2% | +10.0% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling