+122.6%
VTR vs PBF
+303.9%
-181.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -1.7% | +4.3% | -6.0% | -2.3% |
| 30D | -2.4% | +22.0% | -24.4% | -5.8% |
| 3M | +14.8% | +74.5% | -59.7% | +3.7% |
| 6M | +5.3% | +67.7% | -62.3% | -5.4% |
| YTD | +18.1% | +179.2% | -161.1% | -3.5% |
| 1Y | +36.7% | +170.0% | -133.3% | +11.0% |
| 3Y | +130.1% | +66.4% | +63.7% | +94.6% |
| 5Y | +89.5% | +764.5% | -675.0% | +4.2% |
| 10Y | +87.4% | +358.5% | -271.2% | -8.0% |
| All | +122.6% | +303.9% | -181.3% | +6.4% |
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