+334.9%
PBF vs VRSN
+293.8%
+41.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | +2.3% | -1.5% | +3.9% | +2.9% |
| 30D | +11.6% | +0.7% | +10.8% | +10.8% |
| 3M | +81.7% | +0.6% | +81.2% | +79.4% |
| 6M | +96.4% | +21.7% | +74.7% | +76.3% |
| YTD | +189.5% | +20.0% | +169.5% | +159.3% |
| 1Y | +180.7% | +3.2% | +177.6% | +169.6% |
| 3Y | +56.6% | +42.4% | +14.3% | +24.4% |
| 5Y | +802.0% | +33.0% | +769.0% | +614.5% |
| All | +334.9% | +293.8% | +41.1% | +119.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling