+67.9%
PBF vs VLTO
+57.1%
+10.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | -4.0% | +1.5% | -5.5% | -4.2% |
| 30D | -18.0% | +20.9% | -38.9% | -20.4% |
| 3M | +0.9% | +21.4% | -20.5% | -2.1% |
| 6M | +65.7% | +37.6% | +28.1% | +54.8% |
| YTD | +161.9% | +19.5% | +142.3% | +155.1% |
| 1Y | +77.8% | +22.0% | +55.8% | +71.5% |
| 3Y | +74.9% | +70.7% | +4.2% | +57.9% |
| All | +67.9% | +57.1% | +10.8% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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