+50.0%
VG vs PBF
+94.2%
-44.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | -22.0% | -13.8% | -8.3% | -16.2% |
| 30D | -11.6% | -19.6% | +8.0% | -2.7% |
| 3M | -14.9% | +10.3% | -25.1% | -22.3% |
| 6M | -3.5% | +63.4% | -67.0% | -32.3% |
| YTD | +70.0% | +152.6% | -82.7% | +7.3% |
| 1Y | +50.0% | +87.4% | -37.4% | +0.9% |
| All | +50.0% | +94.2% | -44.2% | +0.9% |
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 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