+219.2%
VT vs PBF
+231.7%
-12.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.8% | 0.0% |
| 7D | -0.1% | -15.3% | +15.2% | +1.5% |
| 30D | -3.1% | -21.8% | +18.7% | -0.8% |
| 3M | -3.5% | -0.2% | -3.3% | -4.0% |
| 6M | +0.5% | +63.6% | -63.1% | -5.7% |
| YTD | +10.8% | +147.5% | -136.7% | -1.9% |
| 1Y | +11.9% | +69.8% | -57.9% | +3.1% |
| 3Y | +73.0% | +65.3% | +7.7% | +55.0% |
| 5Y | +58.6% | +393.4% | -334.8% | +19.7% |
| 10Y | +219.2% | +240.3% | -21.1% | +123.2% |
| All | +219.2% | +231.7% | -12.6% | +123.2% |
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