+262.4%
VST vs PBF
+59.0%
+203.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.4% | +11.1% | +4.4% |
| 7D | -9.8% | -13.8% | +3.9% | -8.6% |
| 30D | -25.1% | -19.6% | -5.5% | -23.9% |
| 3M | -11.6% | +10.3% | -21.8% | -12.5% |
| 6M | -20.9% | +63.4% | -84.4% | -24.5% |
| YTD | -22.3% | +152.6% | -174.9% | -31.2% |
| 1Y | -32.0% | +87.4% | -119.4% | -37.0% |
| 3Y | +262.4% | +63.3% | +199.1% | +212.5% |
| All | +262.4% | +59.0% | +203.4% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling