+804.0%
PBF vs VSH
+65.5%
+738.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.5% |
| 7D | +2.4% | +6.2% | -3.8% | +0.6% |
| 30D | +24.9% | -11.1% | +36.0% | +28.2% |
| 3M | +81.9% | -44.9% | +126.8% | +107.6% |
| 6M | +79.4% | +90.0% | -10.6% | +25.4% |
| YTD | +188.3% | +118.8% | +69.5% | +86.5% |
| 1Y | +177.3% | +109.0% | +68.3% | +80.3% |
| 3Y | +56.0% | +35.6% | +20.4% | +17.3% |
| 5Y | +804.0% | +66.7% | +737.3% | +507.7% |
| All | +804.0% | +65.5% | +738.5% | +507.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling