+361.8%
VRT vs PBF
+59.0%
+302.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | -21.4% | -13.8% | -7.6% | -19.9% |
| 30D | -25.8% | -19.6% | -6.2% | -24.0% |
| 3M | -33.5% | +10.3% | -43.8% | -34.2% |
| 6M | -49.0% | +63.4% | -112.5% | -52.4% |
| YTD | +12.9% | +152.6% | -139.7% | -5.7% |
| 1Y | 0.0% | +87.4% | -87.3% | -11.1% |
| 3Y | +361.8% | +63.3% | +298.6% | +291.0% |
| All | +361.8% | +59.0% | +302.8% | +291.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling