+12.8%
VG vs PBF
+176.4%
-163.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | +1.7% | +4.3% | -2.6% | -0.3% |
| 30D | +16.0% | +22.0% | -6.0% | +3.9% |
| 3M | +9.7% | +74.5% | -64.8% | -20.3% |
| 6M | +29.6% | +67.7% | -38.1% | -3.4% |
| YTD | +112.0% | +179.2% | -67.2% | +36.8% |
| 1Y | +12.8% | +170.0% | -157.2% | -27.2% |
| All | +12.8% | +176.4% | -163.6% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling