+111.0%
PBF vs VYM
+21.8%
+89.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.2% | -7.9% | -6.3% |
| 7D | -0.9% | +1.2% | -2.1% | -0.6% |
| 30D | -13.7% | +5.2% | -18.9% | -12.6% |
| 3M | +10.6% | +0.5% | +10.1% | +10.6% |
| 6M | +61.2% | +7.7% | +53.5% | +65.2% |
| YTD | +172.7% | +17.2% | +155.5% | +165.5% |
| 1Y | +111.0% | +21.7% | +89.4% | +99.4% |
| All | +111.0% | +21.8% | +89.2% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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