+1,740.6%
VRT vs PBF
+71.4%
+1,669.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | -21.4% | -13.8% | -7.6% | -19.6% |
| 30D | -25.8% | -19.6% | -6.2% | -23.7% |
| 3M | -33.5% | +10.3% | -43.8% | -34.6% |
| 6M | -49.0% | +63.4% | -112.5% | -52.9% |
| YTD | +12.9% | +152.6% | -139.7% | -3.8% |
| 1Y | 0.0% | +87.4% | -87.3% | -11.1% |
| 3Y | +361.8% | +63.3% | +298.6% | +302.8% |
| 5Y | +565.1% | +412.5% | +152.7% | +381.1% |
| All | +1,740.6% | +71.4% | +1,669.2% | +1,054.0% |
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 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