+303.0%
PBF vs VSH
+234.1%
+68.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +13.4% | -10.1% | -3.3% |
| 7D | -7.4% | +3.5% | -10.9% | -9.8% |
| 30D | -17.5% | -22.4% | +4.9% | -9.1% |
| 3M | +13.1% | -25.2% | +38.3% | +24.1% |
| 6M | +72.6% | -22.5% | +95.2% | +62.9% |
| YTD | +161.2% | +84.2% | +77.0% | +36.2% |
| 1Y | +93.3% | +87.1% | +6.3% | -1.0% |
| 3Y | +80.7% | +31.7% | +49.0% | +3.7% |
| 5Y | +396.1% | +42.6% | +353.5% | +150.2% |
| 10Y | +252.3% | +116.6% | +135.7% | +42.3% |
| All | +303.0% | +234.1% | +68.9% | +24.3% |
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