+801.9%
PBF vs VRSN
+30.8%
+771.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.6% |
| 7D | +1.4% | -1.0% | +2.4% | +1.5% |
| 30D | +15.8% | -1.9% | +17.7% | +16.1% |
| 3M | +90.3% | +1.4% | +88.9% | +89.2% |
| 6M | +102.8% | +19.0% | +83.8% | +93.9% |
| YTD | +187.3% | +19.2% | +168.1% | +173.5% |
| 1Y | +161.8% | +1.7% | +160.2% | +160.1% |
| 3Y | +55.5% | +41.4% | +14.0% | +37.9% |
| 5Y | +801.9% | +31.7% | +770.3% | +734.0% |
| All | +801.9% | +30.8% | +771.2% | +734.0% |
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 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