-44.1%
VG vs PBF
+149.7%
-193.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +3.7% |
| 7D | +15.1% | +4.3% | +10.8% | +12.9% |
| 30D | -4.2% | -21.8% | +17.6% | +6.5% |
| 3M | -3.1% | +1.7% | -4.8% | -6.4% |
| 6M | +0.3% | +69.8% | -69.5% | -26.3% |
| YTD | +95.5% | +167.7% | -72.3% | +20.2% |
| 1Y | +64.4% | +89.0% | -24.5% | +15.8% |
| All | -44.1% | +149.7% | -193.8% | -73.9% |
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 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