+750.5%
PBF vs VSXY
+22.6%
+727.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +11.7% | -18.7% | +30.4% | +14.1% |
| 3M | +91.1% | -4.0% | +95.1% | +90.6% |
| 6M | +88.4% | +67.5% | +21.0% | +71.2% |
| YTD | +194.1% | +39.7% | +154.4% | +172.7% |
| 1Y | +180.4% | +180.0% | +0.4% | +130.2% |
| 3Y | +59.3% | +337.3% | -278.0% | +13.0% |
| All | +750.5% | +22.6% | +727.8% | +632.7% |
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