+128.1%
VTR vs PBF
+55.5%
+72.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.6% |
| 7D | -2.9% | +1.4% | -4.3% | -2.9% |
| 30D | -2.8% | +15.8% | -18.6% | -2.6% |
| 3M | +9.0% | +90.3% | -81.3% | +9.5% |
| 6M | +5.0% | +102.8% | -97.9% | +5.4% |
| YTD | +16.9% | +187.3% | -170.4% | +17.1% |
| 1Y | +34.3% | +161.8% | -127.5% | +34.6% |
| All | +128.1% | +55.5% | +72.7% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling