+2,723.0%
VRT vs PBF
+89.5%
+2,633.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.5% |
| 7D | +9.1% | +4.3% | +4.8% | +8.5% |
| 30D | +0.9% | +22.0% | -21.0% | -1.8% |
| 3M | -13.4% | +74.5% | -87.9% | -20.4% |
| 6M | +11.7% | +67.7% | -56.0% | +1.8% |
| YTD | +73.2% | +179.2% | -105.9% | +45.8% |
| 1Y | +123.4% | +170.0% | -46.6% | +87.7% |
| 3Y | +606.2% | +66.4% | +539.8% | +514.1% |
| 5Y | +899.9% | +764.5% | +135.4% | +571.3% |
| All | +2,723.0% | +89.5% | +2,633.6% | +1,648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling