+213.7%
VT vs PBF
+276.6%
-63.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.4% | +3.5% | -3.1% |
| 7D | -2.3% | -13.8% | +11.4% | -0.9% |
| 30D | -5.0% | -19.6% | +14.7% | -3.1% |
| 3M | -4.9% | +10.3% | -15.1% | -6.4% |
| 6M | -1.5% | +63.4% | -65.0% | -7.5% |
| YTD | +8.5% | +152.6% | -144.1% | -4.1% |
| 1Y | +11.4% | +87.4% | -76.0% | +1.6% |
| 3Y | +70.1% | +63.3% | +6.8% | +52.8% |
| 5Y | +53.7% | +412.5% | -358.7% | +15.8% |
| All | +213.7% | +276.6% | -63.0% | +119.0% |
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