+92.9%
VTR vs PBF
+419.4%
-326.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +0.2% | +6.5% | -6.3% | 0.0% |
| 30D | +5.5% | -20.0% | +25.5% | +6.1% |
| 3M | -0.9% | -3.3% | +2.4% | -1.0% |
| 6M | -0.4% | +76.8% | -77.2% | -2.9% |
| YTD | +17.0% | +168.9% | -151.9% | +11.2% |
| 1Y | +18.0% | +96.4% | -78.4% | +13.8% |
| 3Y | +127.4% | +77.2% | +50.2% | +118.8% |
| All | +92.9% | +419.4% | -326.5% | +62.3% |
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