+344.9%
PBF vs VSH
+296.9%
+48.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.8% |
| 7D | +2.4% | +6.2% | -3.8% | -0.9% |
| 30D | +24.9% | -11.1% | +36.0% | +31.1% |
| 3M | +81.9% | -44.9% | +126.8% | +131.0% |
| 6M | +79.4% | +90.0% | -10.6% | +0.6% |
| YTD | +188.3% | +118.8% | +69.5% | +43.9% |
| 1Y | +177.3% | +109.0% | +68.3% | +38.9% |
| 3Y | +56.0% | +35.6% | +20.4% | -5.2% |
| 5Y | +804.0% | +66.7% | +737.3% | +343.6% |
| 10Y | +334.1% | +167.9% | +166.2% | +65.0% |
| All | +344.9% | +296.9% | +48.0% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling