+362.2%
PBF vs VO
+193.0%
+169.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.9% |
| 7D | +1.4% | -0.6% | +2.0% | +2.2% |
| 30D | +15.8% | -1.9% | +17.8% | +19.2% |
| 3M | +90.3% | +3.3% | +87.0% | +80.2% |
| 6M | +102.8% | +9.7% | +93.1% | +71.2% |
| YTD | +187.3% | +12.6% | +174.7% | +132.4% |
| 1Y | +161.8% | +13.6% | +148.2% | +108.3% |
| 3Y | +55.5% | +56.8% | -1.3% | -25.7% |
| 5Y | +801.9% | +42.3% | +759.6% | +388.1% |
| 10Y | +362.2% | +199.2% | +163.1% | -23.9% |
| All | +362.2% | +193.0% | +169.3% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling