+362.2%
PBF vs VSH
+172.7%
+189.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | +1.4% | +3.5% | -2.2% | -0.6% |
| 30D | +15.8% | -4.4% | +20.2% | +17.5% |
| 3M | +90.3% | -45.8% | +136.1% | +146.1% |
| 6M | +102.8% | +90.1% | +12.7% | +9.6% |
| YTD | +187.3% | +120.3% | +67.0% | +36.4% |
| 1Y | +161.8% | +112.2% | +49.6% | +23.9% |
| 3Y | +55.5% | +36.6% | +18.9% | -8.9% |
| 5Y | +801.9% | +67.0% | +734.9% | +311.5% |
| 10Y | +362.2% | +179.5% | +182.8% | +39.4% |
| All | +362.2% | +172.7% | +189.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling