+66.0%
PBF vs VT
+75.0%
-8.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | +0.4% | +3.8% | +3.9% |
| 30D | +22.0% | +1.0% | +21.0% | +21.1% |
| 3M | +74.5% | +2.4% | +72.1% | +70.9% |
| 6M | +67.7% | +12.0% | +55.7% | +50.3% |
| YTD | +179.2% | +15.3% | +163.8% | +140.7% |
| 1Y | +170.0% | +22.6% | +147.4% | +115.7% |
| All | +66.0% | +75.0% | -8.9% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling