+347.4%
VT vs PBF
+303.9%
+43.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +0.4% | +4.3% | -3.8% | 0.0% |
| 30D | +1.0% | +22.0% | -21.0% | -1.3% |
| 3M | +2.4% | +74.5% | -72.1% | -4.2% |
| 6M | +12.0% | +67.7% | -55.7% | +4.4% |
| YTD | +15.3% | +179.2% | -163.8% | +0.9% |
| 1Y | +22.6% | +170.0% | -147.4% | +7.0% |
| 3Y | +74.7% | +66.4% | +8.3% | +56.7% |
| 5Y | +66.1% | +764.5% | -698.4% | +16.3% |
| 10Y | +225.0% | +358.5% | -133.5% | +111.4% |
| All | +347.4% | +303.9% | +43.5% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling