+49.2%
VCIT vs PBF
+303.9%
-254.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.3% | +4.3% | -4.6% | -0.4% |
| 30D | -0.8% | +22.0% | -22.7% | -0.8% |
| 3M | -1.0% | +74.5% | -75.5% | -1.2% |
| 6M | -1.8% | +67.7% | -69.5% | -2.0% |
| YTD | -0.7% | +179.2% | -179.9% | -1.1% |
| 1Y | +1.0% | +170.0% | -169.0% | +0.6% |
| 3Y | +18.8% | +66.4% | -47.5% | +18.4% |
| 5Y | +3.5% | +764.5% | -761.0% | +1.9% |
| 10Y | +29.2% | +358.5% | -329.3% | +26.1% |
| All | +49.2% | +303.9% | -254.7% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling