+63.3%
PBF vs VLTO
+69.5%
-6.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -13.8% | +5.4% | -19.1% | -14.5% |
| 30D | -19.6% | +22.3% | -41.9% | -22.3% |
| 3M | +10.3% | +19.6% | -9.4% | +6.8% |
| 6M | +63.4% | +35.2% | +28.3% | +51.9% |
| YTD | +152.6% | +17.9% | +134.8% | +146.2% |
| 1Y | +87.4% | +19.5% | +67.8% | +81.0% |
| 3Y | +63.3% | +73.9% | -10.7% | +34.7% |
| All | +63.3% | +69.5% | -6.2% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling