+296.2%
PBF vs VT
+317.3%
-21.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | +0.2% |
| 7D | -9.5% | -4.2% | -5.3% | -3.9% |
| 30D | -17.5% | -5.8% | -11.7% | -10.3% |
| 3M | +12.2% | -5.2% | +17.4% | +20.6% |
| 6M | +49.6% | +0.1% | +49.4% | +45.0% |
| YTD | +156.8% | +8.2% | +148.5% | +113.0% |
| 1Y | +98.6% | +10.1% | +88.5% | +60.1% |
| 3Y | +63.4% | +69.7% | -6.3% | -35.2% |
| 5Y | +420.9% | +53.4% | +367.5% | +138.7% |
| 10Y | +288.7% | +219.2% | +69.5% | -34.5% |
| All | +296.2% | +317.3% | -21.2% | -51.4% |
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