+962.7%
VST vs PBF
+307.8%
+654.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.7% | -7.2% | -12.9% |
| 7D | -15.7% | -0.9% | -14.8% | -15.5% |
| 30D | -17.0% | -13.7% | -3.3% | -15.4% |
| 3M | -15.9% | +10.6% | -26.5% | -17.5% |
| 6M | -25.0% | +61.2% | -86.2% | -30.8% |
| YTD | -25.1% | +172.7% | -197.8% | -37.2% |
| 1Y | -34.9% | +111.0% | -145.9% | -43.5% |
| 3Y | +252.7% | +73.6% | +179.1% | +202.8% |
| 5Y | +582.3% | +479.7% | +102.7% | +366.7% |
| 10Y | +1,076.6% | +312.9% | +763.7% | +626.5% |
| All | +962.7% | +307.8% | +654.9% | +555.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling