+395.3%
PBF vs VT
+53.4%
+341.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.9% | -3.5% | -4.3% |
| 7D | -13.8% | -2.3% | -11.4% | -12.1% |
| 30D | -19.6% | -5.0% | -14.7% | -16.4% |
| 3M | +10.3% | -4.9% | +15.1% | +14.5% |
| 6M | +63.4% | -1.5% | +65.0% | +63.8% |
| YTD | +152.6% | +8.5% | +144.1% | +127.0% |
| 1Y | +87.4% | +11.4% | +76.0% | +63.8% |
| 3Y | +63.3% | +70.1% | -6.8% | -5.4% |
| All | +395.3% | +53.4% | +341.9% | +261.2% |
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