+297.8%
VTI vs PBF
+374.8%
-77.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -0.9% | +5.3% | -6.2% | -1.5% |
| 30D | -1.4% | +11.7% | -13.2% | -2.7% |
| 3M | +3.6% | +91.1% | -87.5% | -4.1% |
| 6M | +13.6% | +88.4% | -74.8% | +4.5% |
| YTD | +12.9% | +194.1% | -181.1% | -2.0% |
| 1Y | +17.2% | +180.4% | -163.2% | +1.6% |
| 3Y | +75.7% | +59.3% | +16.4% | +58.1% |
| 5Y | +75.4% | +816.3% | -740.8% | +21.2% |
| All | +297.8% | +374.8% | -77.1% | +169.6% |
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