+111.0%
PBF vs VNQ
+14.0%
+97.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.2% | -9.8% | -4.1% |
| 7D | -0.9% | +6.8% | -7.7% | +4.3% |
| 30D | -13.7% | +10.0% | -23.7% | -6.8% |
| 3M | +10.6% | 0.0% | +10.7% | +10.5% |
| 6M | +61.2% | +4.5% | +56.7% | +67.4% |
| YTD | +172.7% | +13.9% | +158.8% | +176.8% |
| 1Y | +111.0% | +14.1% | +97.0% | +114.5% |
| All | +111.0% | +14.0% | +97.0% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling