+443.5%
VRTX vs PBF
+354.3%
+89.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.3% | -6.4% | -3.4% |
| 7D | -3.4% | +2.4% | -5.8% | -3.6% |
| 30D | +6.6% | +24.9% | -18.2% | +5.1% |
| 3M | +19.4% | +81.9% | -62.5% | +14.7% |
| 6M | +15.8% | +79.4% | -63.6% | +10.8% |
| YTD | +16.7% | +188.3% | -171.6% | +7.7% |
| 1Y | +33.8% | +177.3% | -143.4% | +23.4% |
| 3Y | +54.2% | +56.0% | -1.8% | +45.7% |
| 5Y | +176.4% | +804.0% | -627.6% | +121.0% |
| 10Y | +443.5% | +334.1% | +109.4% | +279.9% |
| All | +443.5% | +354.3% | +89.2% | +279.9% |
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