+315.0%
PBF vs VIG
+451.6%
-136.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | +6.5% | +3.5% | +3.0% | +1.2% |
| 30D | -20.0% | +4.9% | -24.9% | -25.7% |
| 3M | -3.3% | +2.5% | -5.8% | -7.2% |
| 6M | +76.8% | +11.0% | +65.8% | +49.6% |
| YTD | +168.9% | +16.0% | +153.0% | +108.4% |
| 1Y | +96.4% | +17.5% | +78.8% | +48.8% |
| 3Y | +77.2% | +67.0% | +10.2% | -22.3% |
| 5Y | +417.7% | +64.8% | +353.0% | +124.8% |
| 10Y | +264.7% | +263.6% | +1.2% | -47.3% |
| All | +315.0% | +451.6% | -136.6% | -62.9% |
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 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