+800.0%
VGT vs PBF
+374.8%
+425.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | -0.2% | +5.3% | -5.5% | -0.7% |
| 30D | -0.4% | +11.7% | -12.2% | -1.7% |
| 3M | +4.4% | +91.1% | -86.6% | -3.1% |
| 6M | +32.1% | +88.4% | -56.4% | +21.7% |
| YTD | +28.8% | +194.1% | -165.3% | +12.1% |
| 1Y | +35.3% | +180.4% | -145.1% | +17.7% |
| 3Y | +124.8% | +59.3% | +65.4% | +102.4% |
| 5Y | +137.9% | +816.3% | -678.3% | +66.3% |
| All | +800.0% | +374.8% | +425.1% | +543.1% |
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