+77.2%
PBF vs VRSN
+53.7%
+23.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +6.5% | +1.4% | +5.0% | +6.3% |
| 30D | -20.0% | +3.9% | -23.8% | -20.2% |
| 3M | -3.3% | +9.3% | -12.7% | -4.0% |
| 6M | +76.8% | +6.7% | +70.2% | +76.2% |
| YTD | +168.9% | +30.0% | +138.9% | +158.7% |
| 1Y | +96.4% | +26.0% | +70.4% | +90.4% |
| 3Y | +77.2% | +53.1% | +24.1% | +40.5% |
| All | +77.2% | +53.7% | +23.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling