+46.4%
VTRS vs PBF
+799.3%
-753.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -2.2% | +5.3% | -7.5% | -2.7% |
| 30D | +3.3% | +11.7% | -8.4% | +2.2% |
| 3M | +2.0% | +91.1% | -89.1% | -4.5% |
| 6M | +19.9% | +88.4% | -68.5% | +11.4% |
| YTD | +35.7% | +194.1% | -158.3% | +18.8% |
| 1Y | +68.1% | +180.4% | -112.3% | +46.9% |
| 3Y | +87.1% | +59.3% | +27.8% | +68.5% |
| All | +46.4% | +799.3% | -753.0% | +3.1% |
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