+268.9%
PBF vs VTEB
+26.0%
+242.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.4% | -0.7% | +2.1% | +2.1% |
| 30D | +15.8% | -2.1% | +17.9% | +18.5% |
| 3M | +90.3% | -2.7% | +92.9% | +95.8% |
| 6M | +102.8% | -2.1% | +104.9% | +106.6% |
| YTD | +187.3% | -1.1% | +188.5% | +188.8% |
| 1Y | +161.8% | +1.3% | +160.5% | +154.7% |
| 3Y | +55.5% | +9.0% | +46.5% | +35.1% |
| 5Y | +801.9% | +1.5% | +800.4% | +785.6% |
| 10Y | +362.2% | +18.5% | +343.7% | +442.5% |
| All | +268.9% | +26.0% | +242.9% | +373.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling