+330.8%
PBF vs VOO
+583.6%
-252.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | +4.3% | +0.1% | +4.2% | +4.1% |
| 30D | +22.0% | +0.1% | +21.9% | +21.9% |
| 3M | +74.5% | +2.0% | +72.5% | +68.1% |
| 6M | +67.7% | +13.0% | +54.6% | +35.6% |
| YTD | +179.2% | +13.6% | +165.6% | +123.7% |
| 1Y | +170.0% | +20.1% | +149.9% | +98.8% |
| 3Y | +66.4% | +77.6% | -11.2% | -33.3% |
| 5Y | +764.5% | +82.4% | +682.1% | +219.6% |
| 10Y | +358.5% | +316.8% | +41.7% | -46.3% |
| All | +330.8% | +583.6% | -252.8% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling