+330.8%
PBF vs VIG
+428.1%
-97.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.6% |
| 7D | +4.3% | -0.4% | +4.7% | +4.9% |
| 30D | +22.0% | -1.0% | +22.9% | +23.9% |
| 3M | +74.5% | +2.8% | +71.7% | +66.7% |
| 6M | +67.7% | +8.2% | +59.5% | +45.4% |
| YTD | +179.2% | +11.0% | +168.2% | +131.8% |
| 1Y | +170.0% | +16.1% | +153.9% | +108.5% |
| 3Y | +66.4% | +56.2% | +10.2% | -19.0% |
| 5Y | +764.5% | +63.0% | +701.5% | +280.4% |
| 10Y | +358.5% | +241.4% | +117.1% | -26.9% |
| All | +330.8% | +428.1% | -97.3% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling