+59.3%
PBF vs VNQ
+30.7%
+28.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +5.3% | -1.3% | +6.6% | +5.8% |
| 30D | +11.7% | -2.6% | +14.3% | +12.6% |
| 3M | +91.1% | -2.0% | +93.1% | +91.6% |
| 6M | +88.4% | +4.3% | +84.1% | +82.3% |
| YTD | +194.1% | +9.2% | +184.8% | +176.0% |
| 1Y | +180.4% | +5.6% | +174.8% | +168.6% |
| 3Y | +59.3% | +30.8% | +28.5% | +32.5% |
| All | +59.3% | +30.7% | +28.6% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling