+72.4%
PBF vs VLTO
+56.4%
+16.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | +6.5% | +1.0% | +5.5% | +6.3% |
| 30D | -20.0% | +17.5% | -37.5% | -22.0% |
| 3M | -3.3% | +21.4% | -24.7% | -6.2% |
| 6M | +76.8% | +38.1% | +38.7% | +64.8% |
| YTD | +168.9% | +19.0% | +149.9% | +162.2% |
| 1Y | +96.4% | +20.7% | +75.7% | +90.1% |
| 3Y | +77.2% | +64.3% | +12.9% | +60.1% |
| All | +72.4% | +56.4% | +16.1% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling