+87.4%
PBF vs VT
+10.5%
+76.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.9% | -3.5% | -9.5% |
| 7D | -13.8% | -2.3% | -11.4% | -14.6% |
| 30D | -19.6% | -5.0% | -14.7% | -21.9% |
| 3M | +10.3% | -4.9% | +15.1% | +7.3% |
| 6M | +63.4% | -1.5% | +65.0% | +63.7% |
| YTD | +152.6% | +8.5% | +144.1% | +167.2% |
| 1Y | +87.4% | +11.4% | +76.0% | +88.8% |
| All | +87.4% | +10.5% | +76.9% | +88.8% |
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 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