-26.1%
VTRS vs PBF
+315.6%
-341.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -3.5% | +1.4% | -4.8% | -3.7% |
| 30D | +2.1% | +15.8% | -13.7% | -0.2% |
| 3M | +2.6% | +90.3% | -87.7% | -7.2% |
| 6M | +17.8% | +102.8% | -85.1% | +4.2% |
| YTD | +35.7% | +187.3% | -151.7% | +13.0% |
| 1Y | +63.5% | +161.8% | -98.4% | +36.8% |
| 3Y | +85.1% | +55.5% | +29.7% | +61.9% |
| 5Y | +42.5% | +801.9% | -759.4% | -11.6% |
| 10Y | -48.2% | +362.2% | -410.4% | -70.4% |
| All | -26.1% | +315.6% | -341.8% | -59.0% |
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