+124.0%
VRSK vs PBF
+374.8%
-250.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -5.2% | +5.3% | -10.5% | -5.4% |
| 30D | -2.3% | +11.7% | -14.0% | -2.9% |
| 3M | -2.9% | +91.1% | -94.0% | -6.1% |
| 6M | -12.8% | +88.4% | -101.2% | -15.7% |
| YTD | -20.8% | +194.1% | -214.9% | -25.2% |
| 1Y | -33.2% | +180.4% | -213.6% | -37.0% |
| 3Y | -26.6% | +59.3% | -85.9% | -29.6% |
| 5Y | -11.3% | +816.3% | -827.6% | -25.5% |
| All | +124.0% | +374.8% | -250.9% | +83.9% |
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 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