+4.1%
VCIT vs PBF
+420.6%
-416.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | +0.1% |
| 7D | -0.5% | -4.0% | +3.5% | -0.5% |
| 30D | +1.0% | -18.0% | +19.0% | +0.9% |
| 3M | -1.4% | +0.9% | -2.3% | -1.3% |
| 6M | -2.1% | +65.7% | -67.8% | -1.6% |
| YTD | -1.8% | +161.9% | -163.7% | -1.1% |
| 1Y | -1.4% | +77.8% | -79.2% | -0.8% |
| 3Y | +19.3% | +74.9% | -55.6% | +19.7% |
| 5Y | +4.1% | +423.4% | -419.2% | +7.0% |
| All | +4.1% | +420.6% | -416.4% | +7.0% |
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