+801.9%
PBF vs VOO
+81.6%
+720.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | 0.0% |
| 7D | +1.4% | -0.4% | +1.7% | +1.6% |
| 30D | +15.8% | -1.4% | +17.2% | +17.1% |
| 3M | +90.3% | +3.7% | +86.6% | +83.9% |
| 6M | +102.8% | +13.0% | +89.8% | +79.7% |
| YTD | +187.3% | +12.4% | +174.9% | +155.5% |
| 1Y | +161.8% | +18.6% | +143.2% | +121.1% |
| 3Y | +55.5% | +78.1% | -22.6% | -8.7% |
| 5Y | +801.9% | +82.3% | +719.6% | +436.8% |
| All | +801.9% | +81.6% | +720.3% | +436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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