+341.8%
PBF vs VYM
+209.2%
+132.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.3% |
| 7D | +5.3% | -0.8% | +6.1% | +6.9% |
| 30D | +11.7% | -2.2% | +14.0% | +16.8% |
| 3M | +91.1% | +3.1% | +88.0% | +79.5% |
| 6M | +88.4% | +9.7% | +78.7% | +52.8% |
| YTD | +194.1% | +14.9% | +179.2% | +117.0% |
| 1Y | +180.4% | +17.6% | +162.8% | +97.3% |
| 3Y | +59.3% | +65.3% | -6.0% | -43.8% |
| 5Y | +816.3% | +78.7% | +737.5% | +172.6% |
| All | +341.8% | +209.2% | +132.6% | -46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling