+1,179.1%
VST vs PBF
+259.1%
+920.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.5% |
| 7D | +19.2% | +4.3% | +14.9% | +18.4% |
| 30D | -17.2% | -21.8% | +4.6% | -14.3% |
| 3M | -8.1% | +1.7% | -9.9% | -8.8% |
| 6M | -8.1% | +69.8% | -77.9% | -16.0% |
| YTD | -16.3% | +167.7% | -184.0% | -29.8% |
| 1Y | -24.1% | +89.0% | -113.1% | -33.1% |
| 3Y | +300.2% | +78.8% | +221.4% | +241.3% |
| 5Y | +645.9% | +415.4% | +230.5% | +416.1% |
| All | +1,179.1% | +259.1% | +920.0% | +674.5% |
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 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