+161.1%
VEA vs PBF
+374.8%
-213.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.9% |
| 7D | -1.5% | +5.3% | -6.8% | -1.9% |
| 30D | -0.8% | +11.7% | -12.6% | -2.0% |
| 3M | +2.5% | +91.1% | -88.6% | -4.2% |
| 6M | +11.1% | +88.4% | -77.3% | +3.2% |
| YTD | +17.2% | +194.1% | -176.9% | +3.2% |
| 1Y | +24.5% | +180.4% | -155.9% | +9.6% |
| 3Y | +75.4% | +59.3% | +16.1% | +59.8% |
| 5Y | +61.1% | +816.3% | -755.2% | +14.8% |
| All | +161.1% | +374.8% | -213.7% | +82.1% |
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