+718.6%
PBF vs VO
+42.6%
+676.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +4.3% | -0.3% | +4.6% | +4.5% |
| 30D | +22.0% | -0.3% | +22.3% | +22.4% |
| 3M | +74.5% | +2.9% | +71.6% | +69.3% |
| 6M | +67.7% | +9.3% | +58.3% | +51.9% |
| YTD | +179.2% | +14.2% | +165.0% | +141.6% |
| 1Y | +170.0% | +15.3% | +154.7% | +131.3% |
| 3Y | +66.4% | +56.2% | +10.1% | +7.2% |
| All | +718.6% | +42.6% | +676.0% | +518.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling