+396.1%
PBF vs VSH
+41.5%
+354.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +13.4% | -10.1% | +0.1% |
| 7D | -7.4% | +3.5% | -10.9% | -8.4% |
| 30D | -17.5% | -22.4% | +4.9% | -13.1% |
| 3M | +13.1% | -25.2% | +38.3% | +19.0% |
| 6M | +72.6% | -22.5% | +95.2% | +66.5% |
| YTD | +161.2% | +84.2% | +77.0% | +76.3% |
| 1Y | +93.3% | +87.1% | +6.3% | +29.1% |
| 3Y | +80.7% | +31.7% | +49.0% | +31.0% |
| 5Y | +396.1% | +42.6% | +353.5% | +213.1% |
| All | +396.1% | +41.5% | +354.6% | +213.1% |
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