+311.2%
PBF vs VMC
+503.5%
-192.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +2.5% |
| 7D | +3.8% | -1.7% | +5.5% | +4.7% |
| 30D | -22.2% | +15.3% | -37.4% | -28.3% |
| 3M | +1.3% | +0.3% | +1.0% | +0.1% |
| 6M | +69.0% | +0.9% | +68.1% | +62.5% |
| YTD | +166.5% | -1.0% | +167.5% | +152.4% |
| 1Y | +88.1% | -4.3% | +92.4% | +81.6% |
| 3Y | +77.9% | +35.3% | +42.6% | +33.8% |
| 5Y | +413.0% | +44.4% | +368.6% | +252.7% |
| 10Y | +261.4% | +128.0% | +133.4% | +79.2% |
| All | +311.2% | +503.5% | -192.3% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling