+453.2%
PBF vs VT
+59.7%
+393.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -8.0% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -13.7% | -1.4% | -12.3% | -12.9% |
| 3M | +10.6% | -1.4% | +12.0% | +11.5% |
| 6M | +61.2% | +5.5% | +55.7% | +52.0% |
| YTD | +172.7% | +12.8% | +159.9% | +137.1% |
| 1Y | +111.0% | +15.4% | +95.6% | +79.1% |
| 3Y | +73.6% | +76.9% | -3.3% | -2.6% |
| All | +453.2% | +59.7% | +393.5% | +300.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling