+3.0%
VCIT vs PBF
+467.1%
-464.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.3% | +0.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | +2.2% | -13.7% | +15.9% | +2.1% |
| 3M | -1.8% | +10.6% | -12.5% | -1.7% |
| 6M | -1.6% | +61.2% | -62.8% | -1.2% |
| YTD | -1.7% | +172.7% | -174.5% | -1.0% |
| 1Y | -0.8% | +111.0% | -111.9% | -0.2% |
| 3Y | +19.3% | +73.6% | -54.3% | +19.7% |
| All | +3.0% | +467.1% | -464.1% | +5.6% |
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