+695.9%
PBF vs VSXY
+37.4%
+658.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.6% |
| 7D | +4.3% | -14.0% | +18.3% | +5.8% |
| 30D | +22.0% | -15.9% | +37.9% | +23.9% |
| 3M | +74.5% | +3.4% | +71.1% | +72.6% |
| 6M | +67.7% | +25.9% | +41.8% | +59.3% |
| YTD | +179.2% | +39.5% | +139.7% | +160.4% |
| 1Y | +170.0% | +194.4% | -24.4% | +123.4% |
| 3Y | +66.4% | +281.4% | -215.0% | +24.8% |
| 5Y | +764.5% | +12.8% | +751.7% | +609.6% |
| All | +695.9% | +37.4% | +658.5% | +517.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling