+1,164.9%
VST vs PBF
+260.7%
+904.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +6.6% | +6.5% | +0.1% | +5.6% |
| 30D | -12.4% | -20.0% | +7.6% | -9.6% |
| 3M | -9.0% | -3.3% | -5.7% | -9.0% |
| 6M | -6.4% | +76.8% | -83.3% | -14.9% |
| YTD | -17.2% | +168.9% | -186.1% | -30.6% |
| 1Y | -22.0% | +96.4% | -118.4% | -31.6% |
| 3Y | +296.7% | +77.2% | +219.5% | +238.7% |
| 5Y | +637.6% | +417.7% | +219.8% | +410.0% |
| All | +1,164.9% | +260.7% | +904.1% | +665.4% |
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