+330.8%
PBF vs VMC
+464.7%
-133.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.8% |
| 7D | +4.3% | -4.3% | +8.6% | +6.7% |
| 30D | +22.0% | -8.2% | +30.2% | +27.5% |
| 3M | +74.5% | -7.0% | +81.5% | +77.3% |
| 6M | +67.7% | -10.8% | +78.4% | +71.3% |
| YTD | +179.2% | -7.4% | +186.6% | +176.2% |
| 1Y | +170.0% | -9.5% | +179.5% | +169.4% |
| 3Y | +66.4% | +20.5% | +45.9% | +34.0% |
| 5Y | +764.5% | +51.6% | +712.9% | +474.4% |
| 10Y | +358.5% | +150.0% | +208.5% | +119.6% |
| All | +330.8% | +464.7% | -133.9% | +47.7% |
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