+240.3%
PBF vs VT
+217.6%
+22.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.5% |
| 7D | -15.3% | -0.1% | -15.2% | -15.3% |
| 30D | -21.8% | -3.1% | -18.7% | -18.2% |
| 3M | -0.2% | -3.5% | +3.3% | +4.6% |
| 6M | +63.6% | +0.5% | +63.1% | +58.4% |
| YTD | +147.5% | +10.8% | +136.7% | +96.1% |
| 1Y | +69.8% | +11.9% | +57.9% | +32.1% |
| 3Y | +65.3% | +73.0% | -7.7% | -40.2% |
| 5Y | +393.4% | +58.6% | +334.8% | +103.3% |
| 10Y | +240.3% | +219.2% | +21.1% | -61.8% |
| All | +240.3% | +217.6% | +22.7% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling