+111.0%
PBF vs VTEB
+0.4%
+110.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.4% | -7.1% | -5.1% |
| 7D | -0.9% | +0.9% | -1.8% | +2.3% |
| 30D | -13.7% | +3.7% | -17.4% | -1.6% |
| 3M | +10.6% | -0.8% | +11.5% | -5.7% |
| 6M | +61.2% | -0.9% | +62.1% | +37.7% |
| YTD | +172.7% | -0.1% | +172.8% | +134.2% |
| 1Y | +111.0% | +0.2% | +110.8% | +81.4% |
| All | +111.0% | +0.4% | +110.6% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling