+334.9%
PBF vs VMC
+154.4%
+180.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.6% |
| 7D | +2.3% | -3.7% | +6.0% | +4.4% |
| 30D | +11.6% | -12.8% | +24.3% | +20.0% |
| 3M | +81.7% | -7.9% | +89.7% | +85.9% |
| 6M | +96.4% | -7.5% | +104.0% | +95.6% |
| YTD | +189.5% | -11.6% | +201.1% | +193.2% |
| 1Y | +180.7% | -14.3% | +195.0% | +188.7% |
| 3Y | +56.6% | +18.5% | +38.1% | +24.0% |
| 5Y | +802.0% | +46.8% | +755.2% | +480.7% |
| All | +334.9% | +154.4% | +180.5% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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