+476.5%
V vs PBF
+259.1%
+217.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.5% |
| 7D | -0.4% | +4.3% | -4.6% | -0.9% |
| 30D | +6.3% | -21.8% | +28.1% | +8.9% |
| 3M | +17.2% | +1.7% | +15.4% | +16.1% |
| 6M | +29.2% | +69.8% | -40.5% | +20.1% |
| YTD | +20.8% | +167.7% | -146.9% | +5.0% |
| 1Y | +25.0% | +89.0% | -64.0% | +13.0% |
| 3Y | +75.3% | +78.8% | -3.5% | +54.1% |
| 5Y | +105.8% | +415.4% | -309.6% | +48.4% |
| All | +476.5% | +259.1% | +217.4% | +276.7% |
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