+341.8%
PBF vs VTEB
+17.9%
+323.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.2% |
| 7D | +5.3% | -0.9% | +6.2% | +6.5% |
| 30D | +11.7% | -2.5% | +14.2% | +15.1% |
| 3M | +91.1% | -3.0% | +94.0% | +97.8% |
| 6M | +88.4% | -2.1% | +90.6% | +92.2% |
| YTD | +194.1% | -1.5% | +195.5% | +196.9% |
| 1Y | +180.4% | +0.2% | +180.2% | +176.5% |
| 3Y | +59.3% | +8.6% | +50.8% | +37.6% |
| 5Y | +816.3% | +1.2% | +815.1% | +801.0% |
| All | +341.8% | +17.9% | +323.9% | +336.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling