+99.1%
V vs PBF
+407.6%
-308.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +2.2% | -13.8% | +15.9% | +2.9% |
| 30D | +13.6% | -19.6% | +33.2% | +14.6% |
| 3M | +14.3% | +10.3% | +4.0% | +13.3% |
| 6M | +33.1% | +63.4% | -30.3% | +28.8% |
| YTD | +21.2% | +152.6% | -131.4% | +13.4% |
| 1Y | +26.4% | +87.4% | -60.9% | +20.5% |
| 3Y | +77.6% | +63.3% | +14.3% | +65.4% |
| All | +99.1% | +407.6% | -308.6% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling