+343.4%
PBF vs VNQ
+152.9%
+190.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.7% |
| 7D | +1.4% | -0.9% | +2.2% | +2.3% |
| 30D | +15.8% | -2.2% | +18.1% | +18.3% |
| 3M | +90.3% | -1.9% | +92.2% | +92.7% |
| 6M | +102.8% | +3.2% | +99.6% | +90.6% |
| YTD | +187.3% | +9.4% | +177.9% | +153.3% |
| 1Y | +161.8% | +7.5% | +154.3% | +134.7% |
| 3Y | +55.5% | +31.1% | +24.4% | +8.8% |
| 5Y | +801.9% | +6.6% | +795.4% | +678.4% |
| 10Y | +362.2% | +63.9% | +298.3% | +169.8% |
| All | +343.4% | +152.9% | +190.5% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling