+96.4%
PBF vs VLTO
+21.9%
+74.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.7% |
| 7D | +6.5% | +1.0% | +5.5% | +6.9% |
| 30D | -20.0% | +17.5% | -37.5% | -14.5% |
| 3M | -3.3% | +21.4% | -24.7% | +5.2% |
| 6M | +76.8% | +38.1% | +38.7% | +99.2% |
| YTD | +168.9% | +19.0% | +149.9% | +195.3% |
| 1Y | +96.4% | +20.7% | +75.7% | +114.4% |
| All | +96.4% | +21.9% | +74.5% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling