+66.6%
VT vs PBF
+772.7%
-706.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +0.4% | +4.3% | -3.8% | +0.2% |
| 30D | +1.0% | +22.0% | -21.0% | -0.4% |
| 3M | +2.4% | +74.5% | -72.1% | -1.7% |
| 6M | +12.0% | +67.7% | -55.7% | +7.3% |
| YTD | +15.3% | +179.2% | -163.8% | +5.4% |
| 1Y | +22.6% | +170.0% | -147.4% | +11.8% |
| 3Y | +74.7% | +66.4% | +8.3% | +60.9% |
| All | +66.6% | +772.7% | -706.1% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling