+31.4%
VCIT vs PBF
+259.1%
-227.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.7% |
| 7D | -1.4% | +4.3% | -5.7% | -1.4% |
| 30D | +0.8% | -21.8% | +22.6% | +0.9% |
| 3M | -1.7% | +1.7% | -3.5% | -1.8% |
| 6M | -2.1% | +69.8% | -71.9% | -2.3% |
| YTD | -2.0% | +167.7% | -169.8% | -2.6% |
| 1Y | -1.5% | +89.0% | -90.4% | -1.8% |
| 3Y | +19.0% | +78.8% | -59.8% | +18.4% |
| 5Y | +3.8% | +415.4% | -411.7% | +2.1% |
| All | +31.4% | +259.1% | -227.7% | +26.9% |
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