+347.3%
PBF vs VT
+224.5%
+122.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.4% | +3.8% | +3.5% |
| 30D | +22.0% | +1.0% | +21.0% | +20.0% |
| 3M | +74.5% | +2.4% | +72.1% | +66.1% |
| 6M | +67.7% | +12.0% | +55.7% | +32.5% |
| YTD | +179.2% | +15.3% | +163.8% | +109.3% |
| 1Y | +170.0% | +22.6% | +147.4% | +82.3% |
| 3Y | +66.4% | +74.7% | -8.3% | -40.0% |
| 5Y | +764.5% | +66.1% | +698.4% | +235.6% |
| All | +347.3% | +224.5% | +122.8% | -42.1% |
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