+170.0%
PBF vs VNQ
+9.6%
+160.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.8% |
| 7D | +4.3% | -1.3% | +5.5% | +3.4% |
| 30D | +22.0% | -2.9% | +24.9% | +19.6% |
| 3M | +74.5% | +0.8% | +73.7% | +75.1% |
| 6M | +67.7% | +2.5% | +65.2% | +76.9% |
| YTD | +179.2% | +10.6% | +168.5% | +182.2% |
| 1Y | +170.0% | +9.1% | +160.9% | +172.2% |
| All | +170.0% | +9.6% | +160.4% | +172.2% |
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