+85.6%
VTRS vs PBF
+56.6%
+29.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -3.3% | +2.3% | -5.6% | -3.4% |
| 30D | +1.4% | +11.6% | -10.2% | +0.6% |
| 3M | +4.6% | +81.7% | -77.1% | +0.2% |
| 6M | +18.1% | +96.4% | -78.4% | +11.3% |
| YTD | +34.7% | +189.5% | -154.8% | +20.7% |
| 1Y | +65.6% | +180.7% | -115.1% | +47.8% |
| All | +85.6% | +56.6% | +29.0% | +63.3% |
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 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