+2,545.5%
VRT vs PBF
+95.0%
+2,450.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.6% |
| 7D | +2.4% | +1.4% | +1.0% | +2.2% |
| 30D | -2.7% | +15.8% | -18.5% | -4.7% |
| 3M | -9.2% | +90.3% | -99.5% | -17.5% |
| 6M | -0.5% | +102.8% | -103.3% | -11.5% |
| YTD | +62.3% | +187.3% | -125.0% | +36.1% |
| 1Y | +109.6% | +161.8% | -52.3% | +77.0% |
| 3Y | +573.1% | +55.5% | +517.6% | +491.2% |
| 5Y | +953.6% | +801.9% | +151.7% | +603.4% |
| All | +2,545.5% | +95.0% | +2,450.5% | +1,532.8% |
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