+249.3%
VST vs PBF
+71.7%
+177.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.7% | -7.2% | -13.2% |
| 7D | -15.7% | -0.9% | -14.8% | -15.5% |
| 30D | -17.0% | -13.7% | -3.3% | -16.1% |
| 3M | -15.9% | +10.6% | -26.5% | -16.8% |
| 6M | -25.0% | +61.2% | -86.2% | -28.2% |
| YTD | -25.1% | +172.7% | -197.8% | -34.1% |
| 1Y | -34.9% | +111.0% | -145.9% | -40.5% |
| All | +249.3% | +71.7% | +177.6% | +199.4% |
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 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