+376.8%
V vs PBF
+354.3%
+22.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.1% |
| 7D | -1.1% | +2.4% | -3.5% | -1.3% |
| 30D | +1.9% | +24.9% | -23.0% | -0.8% |
| 3M | +15.5% | +81.9% | -66.3% | +7.3% |
| 6M | +16.6% | +79.4% | -62.8% | +7.7% |
| YTD | +5.7% | +188.3% | -182.6% | -8.2% |
| 1Y | +8.6% | +177.3% | -168.7% | -6.1% |
| 3Y | +52.5% | +56.0% | -3.5% | +37.3% |
| 5Y | +67.1% | +804.0% | -736.9% | +11.9% |
| 10Y | +376.8% | +334.1% | +42.7% | +210.3% |
| All | +376.8% | +354.3% | +22.5% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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