+111.0%
PBF vs VRSN
+31.7%
+79.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -8.0% | -6.4% |
| 7D | -0.9% | +3.6% | -4.5% | -0.3% |
| 30D | -13.7% | +8.8% | -22.5% | -12.4% |
| 3M | +10.6% | +6.6% | +4.0% | +12.3% |
| 6M | +61.2% | +16.7% | +44.5% | +66.6% |
| YTD | +172.7% | +32.1% | +140.6% | +187.3% |
| 1Y | +111.0% | +34.1% | +77.0% | +119.2% |
| All | +111.0% | +31.7% | +79.3% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 1y: compounded portfolio wealth divided by compounded VRSN 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…
1y analysis · Full analysis span regression · 6 months rolling