+1,917.9%
VRT vs PBF
+77.3%
+1,840.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.4% | +6.2% | +9.2% |
| 7D | -10.6% | -7.4% | -3.2% | -9.5% |
| 30D | -17.4% | -17.5% | 0.0% | -15.3% |
| 3M | -26.4% | +13.1% | -39.5% | -27.8% |
| 6M | -41.0% | +72.6% | -113.6% | -45.8% |
| YTD | +23.8% | +161.2% | -137.4% | +5.0% |
| 1Y | +11.6% | +93.3% | -81.7% | -1.2% |
| 3Y | +403.5% | +80.7% | +322.8% | +333.4% |
| 5Y | +647.0% | +396.1% | +250.9% | +443.0% |
| All | +1,917.9% | +77.3% | +1,840.6% | +1,159.9% |
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