+1,496.1%
VGT vs PBF
+303.9%
+1,192.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +1.0% | +4.3% | -3.3% | +0.5% |
| 30D | +1.3% | +22.0% | -20.7% | -1.1% |
| 3M | -1.1% | +74.5% | -75.6% | -7.7% |
| 6M | +32.6% | +67.7% | -35.1% | +23.3% |
| YTD | +29.0% | +179.2% | -150.2% | +12.3% |
| 1Y | +39.7% | +170.0% | -130.3% | +21.3% |
| 3Y | +120.9% | +66.4% | +54.5% | +97.2% |
| 5Y | +133.6% | +764.5% | -630.9% | +62.5% |
| 10Y | +792.6% | +358.5% | +434.0% | +483.9% |
| All | +1,496.1% | +303.9% | +1,192.3% | +904.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling