+330.8%
PBF vs VRSN
+708.5%
-377.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +22.0% | -0.2% | +22.1% | +21.6% |
| 3M | +74.5% | -0.3% | +74.8% | +72.9% |
| 6M | +67.7% | +23.0% | +44.7% | +49.4% |
| YTD | +179.2% | +21.3% | +157.8% | +148.3% |
| 1Y | +170.0% | +6.7% | +163.3% | +154.7% |
| 3Y | +66.4% | +45.0% | +21.4% | +30.8% |
| 5Y | +764.5% | +35.0% | +729.5% | +578.3% |
| 10Y | +358.5% | +276.3% | +82.2% | +108.8% |
| All | +330.8% | +708.5% | -377.8% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling