+124.4%
VGT vs PBF
+55.5%
+69.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.5% | +1.4% | +0.1% | +1.4% |
| 30D | +0.5% | +15.8% | -15.3% | -0.6% |
| 3M | +5.3% | +90.3% | -85.0% | 0.0% |
| 6M | +32.4% | +102.8% | -70.4% | +23.9% |
| YTD | +28.6% | +187.3% | -158.7% | +14.7% |
| 1Y | +37.6% | +161.8% | -124.2% | +23.3% |
| All | +124.4% | +55.5% | +69.0% | +91.4% |
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