+284.5%
PBF vs VT
+215.5%
+69.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.9% | -3.5% | -1.4% |
| 7D | -13.8% | -2.3% | -11.4% | -10.6% |
| 30D | -19.6% | -5.0% | -14.7% | -13.4% |
| 3M | +10.3% | -4.9% | +15.1% | +18.2% |
| 6M | +63.4% | -1.5% | +65.0% | +63.4% |
| YTD | +152.6% | +8.5% | +144.1% | +106.8% |
| 1Y | +87.4% | +11.4% | +76.0% | +46.7% |
| 3Y | +63.3% | +70.1% | -6.8% | -39.4% |
| 5Y | +412.5% | +53.7% | +358.7% | +123.3% |
| All | +284.5% | +215.5% | +69.0% | -55.9% |
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