+56.8%
PBF vs VYM
+64.0%
-7.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.4% |
| 7D | +2.3% | -1.9% | +4.2% | +4.7% |
| 30D | +11.6% | -2.6% | +14.2% | +15.3% |
| 3M | +81.7% | +3.6% | +78.2% | +73.2% |
| 6M | +96.4% | +8.7% | +87.8% | +73.0% |
| YTD | +189.5% | +14.1% | +175.3% | +135.8% |
| 1Y | +180.7% | +17.8% | +162.9% | +117.3% |
| All | +56.8% | +64.0% | -7.1% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling