+56.0%
PBF vs VMC
+22.8%
+33.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.3% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | +24.9% | -9.1% | +34.0% | +24.9% |
| 3M | +81.9% | -4.1% | +86.0% | +80.2% |
| 6M | +79.4% | -5.5% | +84.9% | +76.8% |
| YTD | +188.3% | -8.9% | +197.2% | +184.7% |
| 1Y | +177.3% | -12.9% | +190.2% | +177.3% |
| 3Y | +56.0% | +22.1% | +33.9% | +43.4% |
| All | +56.0% | +22.8% | +33.2% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling