+543.1%
VTI vs PBF
+289.1%
+254.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.5% | +6.5% | -3.9% | +1.8% |
| 30D | -1.5% | -20.0% | +18.5% | +0.7% |
| 3M | -3.2% | -3.3% | +0.1% | -3.4% |
| 6M | +2.3% | +76.8% | -74.5% | -5.3% |
| YTD | +11.6% | +168.9% | -157.3% | -3.0% |
| 1Y | +13.8% | +96.4% | -82.6% | +2.5% |
| 3Y | +77.4% | +77.2% | +0.2% | +56.5% |
| 5Y | +64.6% | +417.7% | -353.2% | +21.7% |
| 10Y | +290.6% | +264.7% | +25.8% | +158.2% |
| All | +543.1% | +289.1% | +254.0% | +298.9% |
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