+552.7%
VTI vs PBF
+317.1%
+235.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -0.9% |
| 7D | +0.6% | +2.4% | -1.7% | +0.4% |
| 30D | -1.1% | +24.9% | -26.0% | -3.7% |
| 3M | +3.9% | +81.9% | -78.0% | -3.5% |
| 6M | +14.6% | +79.4% | -64.7% | +5.7% |
| YTD | +13.3% | +188.3% | -175.0% | -1.8% |
| 1Y | +19.2% | +177.3% | -158.1% | +3.0% |
| 3Y | +77.4% | +56.0% | +21.4% | +59.6% |
| 5Y | +74.0% | +804.0% | -730.0% | +19.7% |
| 10Y | +294.6% | +334.1% | -39.5% | +155.6% |
| All | +552.7% | +317.1% | +235.6% | +303.7% |
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