+31.5%
VCIT vs PBF
+261.5%
-230.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | 0.0% |
| 7D | -0.5% | -4.0% | +3.5% | -0.5% |
| 30D | +1.5% | -18.0% | +19.4% | +1.5% |
| 3M | -1.0% | +0.9% | -1.9% | -1.0% |
| 6M | -1.7% | +65.7% | -67.4% | -1.9% |
| YTD | -1.4% | +161.9% | -163.2% | -1.9% |
| 1Y | -0.9% | +77.8% | -78.7% | -1.3% |
| 3Y | +19.8% | +74.9% | -55.1% | +19.2% |
| 5Y | +4.6% | +423.4% | -418.8% | +2.9% |
| 10Y | +31.5% | +255.2% | -223.6% | +27.1% |
| All | +31.5% | +261.5% | -230.0% | +27.1% |
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