+11.9%
VT vs PBF
+82.2%
-70.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.6% |
| 7D | +2.9% | +3.8% | -0.9% | +3.0% |
| 30D | -2.5% | -22.2% | +19.7% | -3.3% |
| 3M | -3.3% | +1.3% | -4.6% | -3.1% |
| 6M | +1.5% | +69.0% | -67.5% | +4.9% |
| YTD | +11.4% | +166.5% | -155.1% | +12.8% |
| 1Y | +11.9% | +88.1% | -76.2% | +16.8% |
| All | +11.9% | +82.2% | -70.3% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling