+635.3%
VST vs PBF
+380.2%
+255.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.4% |
| 7D | -6.0% | -15.3% | +9.3% | -4.1% |
| 30D | -18.8% | -21.8% | +3.0% | -16.5% |
| 3M | -8.0% | -0.2% | -7.8% | -8.3% |
| 6M | -10.9% | +63.6% | -74.5% | -16.7% |
| YTD | -18.3% | +147.5% | -165.9% | -29.2% |
| 1Y | -29.9% | +69.8% | -99.7% | -35.8% |
| 3Y | +290.3% | +65.3% | +225.0% | +237.1% |
| 5Y | +635.3% | +393.4% | +241.9% | +447.6% |
| All | +635.3% | +380.2% | +255.1% | +447.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling