+56.0%
PBF vs VRSN
+38.4%
+17.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.4% | +6.7% | +3.5% |
| 7D | +2.4% | -2.1% | +4.5% | +2.5% |
| 30D | +24.9% | -3.9% | +28.8% | +25.2% |
| 3M | +81.9% | -0.1% | +82.0% | +81.7% |
| 6M | +79.4% | +16.4% | +63.0% | +74.7% |
| YTD | +188.3% | +17.2% | +171.1% | +179.5% |
| 1Y | +177.3% | +1.0% | +176.3% | +179.6% |
| 3Y | +56.0% | +39.1% | +16.9% | +34.5% |
| All | +56.0% | +38.4% | +17.6% | +34.5% |
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