+750.5%
PBF vs VTEB
+1.2%
+749.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +2.0% |
| 7D | +5.3% | -0.9% | +6.2% | +4.2% |
| 30D | +11.7% | -2.5% | +14.2% | +8.5% |
| 3M | +91.1% | -3.0% | +94.0% | +84.6% |
| 6M | +88.4% | -2.1% | +90.6% | +84.7% |
| YTD | +194.1% | -1.5% | +195.5% | +189.3% |
| 1Y | +180.4% | +0.2% | +180.2% | +178.7% |
| 3Y | +59.3% | +8.6% | +50.8% | +68.0% |
| All | +750.5% | +1.2% | +749.3% | +485.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling