+20.0%
VCIT vs PBF
+59.0%
-39.0%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.1% |
| 7D | +0.1% | -13.8% | +13.9% | 0.0% |
| 30D | +1.9% | -19.6% | +21.5% | +1.8% |
| 3M | -1.4% | +10.3% | -11.7% | -1.4% |
| 6M | -2.1% | +63.4% | -65.6% | -1.8% |
| YTD | -1.6% | +152.6% | -154.3% | -1.5% |
| 1Y | -0.9% | +87.4% | -88.3% | -0.6% |
| 3Y | +20.0% | +63.3% | -43.3% | +19.5% |
| All | +20.0% | +59.0% | -39.0% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling