+344.9%
PBF vs VYM
+394.9%
-50.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +4.1% |
| 7D | +2.4% | +0.1% | +2.2% | +2.1% |
| 30D | +24.9% | -1.3% | +26.1% | +28.0% |
| 3M | +81.9% | +4.1% | +77.8% | +68.0% |
| 6M | +79.4% | +9.8% | +69.6% | +46.8% |
| YTD | +188.3% | +15.3% | +173.0% | +115.0% |
| 1Y | +177.3% | +20.0% | +157.2% | +91.3% |
| 3Y | +56.0% | +66.2% | -10.2% | -41.6% |
| 5Y | +804.0% | +77.5% | +726.5% | +199.2% |
| 10Y | +334.1% | +201.7% | +132.4% | -28.2% |
| All | +344.9% | +394.9% | -50.1% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling