+315.0%
PBF vs VOO
+571.1%
-256.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +1.0% |
| 7D | +6.5% | +2.6% | +3.9% | +2.8% |
| 30D | -20.0% | -2.0% | -18.0% | -17.9% |
| 3M | -3.3% | -2.8% | -0.6% | 0.0% |
| 6M | +76.8% | +2.2% | +74.6% | +68.7% |
| YTD | +168.9% | +11.5% | +157.4% | +120.0% |
| 1Y | +96.4% | +13.5% | +82.9% | +56.3% |
| 3Y | +77.2% | +78.1% | -0.9% | -29.5% |
| 5Y | +417.7% | +73.1% | +344.6% | +106.9% |
| 10Y | +264.7% | +310.7% | -46.0% | -56.8% |
| All | +315.0% | +571.1% | -256.2% | -72.5% |
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