+180.4%
PBF vs VSH
+119.5%
+60.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.6% | +1.6% |
| 7D | +5.3% | +4.8% | +0.6% | +5.3% |
| 30D | +11.7% | -0.7% | +12.4% | +11.8% |
| 3M | +91.1% | -43.1% | +134.1% | +86.1% |
| 6M | +88.4% | +91.8% | -3.4% | +85.9% |
| YTD | +194.1% | +131.6% | +62.4% | +182.3% |
| 1Y | +180.4% | +118.1% | +62.3% | +168.6% |
| All | +180.4% | +119.5% | +60.9% | +168.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling