+111.0%
PBF vs VO
+16.3%
+94.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.5% | -6.4% |
| 7D | -0.9% | +1.0% | -1.9% | -0.6% |
| 30D | -13.7% | +2.6% | -16.3% | -12.9% |
| 3M | +10.6% | -0.3% | +10.9% | +10.2% |
| 6M | +61.2% | +7.6% | +53.6% | +67.1% |
| YTD | +172.7% | +14.7% | +158.0% | +181.6% |
| 1Y | +111.0% | +16.4% | +94.6% | +113.7% |
| All | +111.0% | +16.3% | +94.7% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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