+1,167.2%
V vs PBF
+265.5%
+901.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +2.2% | -13.8% | +15.9% | +3.8% |
| 30D | +13.6% | -19.6% | +33.2% | +16.1% |
| 3M | +14.3% | +10.3% | +4.0% | +12.2% |
| 6M | +33.1% | +63.4% | -30.3% | +24.0% |
| YTD | +21.2% | +152.6% | -131.4% | +5.8% |
| 1Y | +26.4% | +87.4% | -60.9% | +14.1% |
| 3Y | +77.6% | +63.3% | +14.3% | +57.5% |
| 5Y | +102.6% | +412.5% | -309.9% | +45.7% |
| 10Y | +464.4% | +282.5% | +181.9% | +252.8% |
| All | +1,167.2% | +265.5% | +901.8% | +656.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling