-50.0%
VTRS vs PBF
+374.8%
-424.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -2.2% | +5.3% | -7.5% | -2.9% |
| 30D | +3.3% | +11.7% | -8.4% | +1.6% |
| 3M | +2.0% | +91.1% | -89.1% | -7.3% |
| 6M | +19.9% | +88.4% | -68.5% | +8.0% |
| YTD | +35.7% | +194.1% | -158.3% | +13.7% |
| 1Y | +68.1% | +180.4% | -112.3% | +40.5% |
| 3Y | +87.1% | +59.3% | +27.8% | +64.2% |
| 5Y | +47.6% | +816.3% | -768.6% | -6.7% |
| All | -50.0% | +374.8% | -424.8% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling