+1,216.9%
VST vs PBF
+317.4%
+899.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | +8.9% | +4.3% | +4.6% | +8.3% |
| 30D | +6.2% | +22.0% | -15.8% | +3.1% |
| 3M | -2.7% | +74.5% | -77.2% | -10.8% |
| 6M | -8.4% | +67.7% | -76.0% | -16.4% |
| YTD | -7.2% | +179.2% | -186.4% | -22.2% |
| 1Y | -20.9% | +170.0% | -190.9% | -34.0% |
| 3Y | +384.0% | +66.4% | +317.6% | +319.3% |
| 5Y | +757.1% | +764.5% | -7.4% | +448.4% |
| All | +1,216.9% | +317.4% | +899.4% | +712.4% |
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