+454.5%
V vs PBF
+231.7%
+222.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.8% |
| 7D | +0.6% | -15.3% | +15.9% | +2.4% |
| 30D | +9.7% | -21.8% | +31.5% | +12.4% |
| 3M | +17.3% | -0.2% | +17.5% | +16.5% |
| 6M | +33.2% | +63.6% | -30.4% | +24.3% |
| YTD | +21.3% | +147.5% | -126.2% | +6.4% |
| 1Y | +27.3% | +69.8% | -42.5% | +16.6% |
| 3Y | +76.1% | +65.3% | +10.8% | +56.3% |
| 5Y | +103.5% | +393.4% | -289.9% | +47.4% |
| 10Y | +454.5% | +240.3% | +214.2% | +265.0% |
| All | +454.5% | +231.7% | +222.7% | +265.0% |
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