+804.0%
PBF vs VIG
+63.6%
+740.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +4.0% |
| 7D | +2.4% | -0.4% | +2.8% | +2.7% |
| 30D | +24.9% | -2.1% | +27.0% | +27.3% |
| 3M | +81.9% | +3.3% | +78.5% | +76.0% |
| 6M | +79.4% | +9.3% | +70.1% | +62.9% |
| YTD | +188.3% | +10.1% | +178.2% | +159.2% |
| 1Y | +177.3% | +14.7% | +162.5% | +138.4% |
| 3Y | +56.0% | +56.9% | -0.9% | 0.0% |
| 5Y | +804.0% | +62.9% | +741.1% | +469.8% |
| All | +804.0% | +63.6% | +740.4% | +469.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling