+255.2%
PBF vs VT
+224.4%
+30.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +4.0% |
| 7D | -4.0% | -0.7% | -3.3% | -2.8% |
| 30D | -18.0% | -1.7% | -16.2% | -15.9% |
| 3M | +0.9% | -2.3% | +3.2% | +3.9% |
| 6M | +65.7% | +1.5% | +64.2% | +58.0% |
| YTD | +161.9% | +12.0% | +149.8% | +103.9% |
| 1Y | +77.8% | +12.9% | +64.9% | +36.6% |
| 3Y | +74.9% | +74.9% | -0.1% | -37.9% |
| 5Y | +423.4% | +59.9% | +363.5% | +113.5% |
| 10Y | +255.2% | +224.6% | +30.5% | -62.6% |
| All | +255.2% | +224.4% | +30.8% | -62.6% |
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