+611.0%
VRT vs PBF
+64.9%
+546.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.5% |
| 7D | +9.1% | +4.3% | +4.8% | +8.7% |
| 30D | +0.9% | +22.0% | -21.0% | -1.2% |
| 3M | -13.4% | +74.5% | -87.9% | -19.5% |
| 6M | +11.7% | +67.7% | -56.0% | +3.0% |
| YTD | +73.2% | +179.2% | -105.9% | +43.7% |
| 1Y | +123.4% | +170.0% | -46.6% | +85.0% |
| All | +611.0% | +64.9% | +546.1% | +476.5% |
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