+90.3%
VTR vs PBF
+785.3%
-695.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.2% |
| 7D | -1.8% | +2.3% | -4.1% | -1.9% |
| 30D | +4.0% | +11.6% | -7.6% | +3.6% |
| 3M | +7.8% | +81.7% | -73.9% | +5.1% |
| 6M | +6.4% | +96.4% | -90.1% | +2.9% |
| YTD | +18.3% | +189.5% | -171.2% | +11.9% |
| 1Y | +33.9% | +180.7% | -146.8% | +26.4% |
| 3Y | +134.3% | +56.6% | +77.7% | +128.3% |
| 5Y | +90.3% | +802.0% | -711.7% | +50.0% |
| All | +90.3% | +785.3% | -695.1% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling