+415.4%
PBF vs VRSN
+35.4%
+380.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.3% |
| 7D | +4.3% | +0.1% | +4.1% | +4.2% |
| 30D | -21.8% | +3.6% | -25.4% | -22.2% |
| 3M | +1.7% | +10.8% | -9.0% | -0.2% |
| 6M | +69.8% | +9.9% | +59.8% | +66.3% |
| YTD | +167.7% | +29.8% | +137.9% | +151.2% |
| 1Y | +89.0% | +26.3% | +62.7% | +78.5% |
| 3Y | +78.8% | +53.5% | +25.3% | +56.4% |
| 5Y | +415.4% | +34.8% | +380.6% | +341.9% |
| All | +415.4% | +35.4% | +380.0% | +341.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling