+795.3%
PBF vs VSXY
+19.2%
+776.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.1% |
| 7D | +1.4% | -10.7% | +12.1% | +2.5% |
| 30D | +15.8% | -24.3% | +40.1% | +19.2% |
| 3M | +90.3% | +1.0% | +89.3% | +88.6% |
| 6M | +102.8% | +57.4% | +45.5% | +86.0% |
| YTD | +187.3% | +39.8% | +147.5% | +166.6% |
| 1Y | +161.8% | +196.5% | -34.6% | +113.2% |
| 3Y | +55.5% | +357.2% | -301.8% | +9.7% |
| All | +795.3% | +19.2% | +776.1% | +668.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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