+69.8%
PBF vs VT
+12.5%
+57.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -5.5% |
| 7D | -15.3% | -0.1% | -15.2% | -15.3% |
| 30D | -21.8% | -3.1% | -18.7% | -23.5% |
| 3M | -0.2% | -3.5% | +3.3% | -2.6% |
| 6M | +63.6% | +0.5% | +63.1% | +65.5% |
| YTD | +147.5% | +10.8% | +136.7% | +170.1% |
| 1Y | +69.8% | +11.9% | +57.9% | +82.7% |
| All | +69.8% | +12.5% | +57.3% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling