+76.9%
VT vs PBF
+71.7%
+5.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.7% | +8.4% | +2.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -1.4% | -13.7% | +12.3% | -0.9% |
| 3M | -1.4% | +10.6% | -12.0% | -2.2% |
| 6M | +5.5% | +61.2% | -55.7% | +2.5% |
| YTD | +12.8% | +172.7% | -159.9% | +3.7% |
| 1Y | +15.4% | +111.0% | -95.6% | +8.6% |
| All | +76.9% | +71.7% | +5.2% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling