+79.0%
PBF vs VLTO
+27.2%
+51.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +4.3% | -2.3% | +6.6% | +4.7% |
| 30D | +22.0% | -0.9% | +22.9% | +22.1% |
| 3M | +74.5% | +13.8% | +60.7% | +67.4% |
| 6M | +67.7% | +2.0% | +65.7% | +66.3% |
| YTD | +179.2% | -3.2% | +182.4% | +181.1% |
| 1Y | +170.0% | -9.2% | +179.2% | +179.0% |
| All | +79.0% | +27.2% | +51.8% | +68.4% |
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 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