+2,010.2%
VRT vs PBF
+81.7%
+1,928.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +18.6% | +4.3% | +14.3% | +18.0% |
| 30D | -11.7% | -21.8% | +10.2% | -8.7% |
| 3M | -27.3% | +1.7% | -29.0% | -27.6% |
| 6M | -42.9% | +69.8% | -112.7% | -47.4% |
| YTD | +29.5% | +167.7% | -138.2% | +9.5% |
| 1Y | +21.0% | +89.0% | -67.9% | +7.6% |
| 3Y | +403.1% | +78.8% | +324.3% | +333.8% |
| 5Y | +688.8% | +415.4% | +273.4% | +470.7% |
| All | +2,010.2% | +81.7% | +1,928.5% | +1,213.4% |
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 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