+313.1%
PBF vs VSH
+251.6%
+61.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.9% | +4.5% |
| 7D | +4.3% | +26.2% | -21.9% | -7.8% |
| 30D | -21.8% | -12.5% | -9.3% | -19.0% |
| 3M | +1.7% | -16.9% | +18.6% | +6.0% |
| 6M | +69.8% | -17.0% | +86.8% | +54.2% |
| YTD | +167.7% | +93.8% | +73.9% | +35.9% |
| 1Y | +89.0% | +99.3% | -10.4% | -6.6% |
| 3Y | +78.8% | +35.0% | +43.8% | +1.8% |
| 5Y | +415.4% | +45.8% | +369.6% | +158.8% |
| 10Y | +263.1% | +127.1% | +136.0% | +43.0% |
| All | +313.1% | +251.6% | +61.6% | +24.0% |
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