-49.4%
VG vs PBF
+154.4%
-203.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -6.7% | -1.0% | -4.7% |
| 7D | -16.4% | -0.9% | -15.5% | -15.8% |
| 30D | -10.8% | -13.7% | +2.9% | -5.3% |
| 3M | -6.3% | +10.6% | -16.9% | -13.2% |
| 6M | -12.5% | +61.2% | -73.7% | -34.0% |
| YTD | +76.9% | +172.7% | -95.8% | +8.0% |
| 1Y | +51.8% | +111.0% | -59.2% | +1.7% |
| All | -49.4% | +154.4% | -203.7% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling