+395.3%
PBF vs VO
+32.6%
+362.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -13.8% | -2.6% | -11.2% | -11.7% |
| 30D | -19.6% | -0.9% | -18.7% | -18.9% |
| 3M | +10.3% | -3.0% | +13.3% | +13.2% |
| 6M | +63.4% | +2.2% | +61.2% | +59.5% |
| YTD | +152.6% | +10.6% | +142.1% | +125.9% |
| 1Y | +87.4% | +12.5% | +74.8% | +64.7% |
| 3Y | +63.3% | +61.4% | +1.9% | +4.2% |
| All | +395.3% | +32.6% | +362.7% | +317.2% |
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