+320.8%
PBF vs VT
+335.1%
-14.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -9.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -13.7% | -1.4% | -12.3% | -12.3% |
| 3M | +10.6% | -1.4% | +12.0% | +12.0% |
| 6M | +61.2% | +5.5% | +55.7% | +44.5% |
| YTD | +172.7% | +12.8% | +159.9% | +112.5% |
| 1Y | +111.0% | +15.4% | +95.6% | +58.4% |
| 3Y | +73.6% | +76.9% | -3.3% | -35.3% |
| 5Y | +479.7% | +60.4% | +419.2% | +148.1% |
| 10Y | +312.9% | +232.8% | +80.1% | -34.6% |
| All | +320.8% | +335.1% | -14.2% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling