+72.2%
V vs PBF
+772.7%
-700.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -1.7% | +4.3% | -6.0% | -1.9% |
| 30D | +2.0% | +22.0% | -20.0% | +0.7% |
| 3M | +17.4% | +74.5% | -57.1% | +13.3% |
| 6M | +17.5% | +67.7% | -50.2% | +13.3% |
| YTD | +7.6% | +179.2% | -171.6% | -0.1% |
| 1Y | +7.7% | +170.0% | -162.3% | -0.3% |
| 3Y | +54.7% | +66.4% | -11.7% | +44.1% |
| All | +72.2% | +772.7% | -700.5% | +36.5% |
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