+228.7%
VTV vs PBF
+374.8%
-146.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.1% | +5.3% | -6.4% | -1.7% |
| 30D | -1.0% | +11.7% | -12.8% | -2.4% |
| 3M | +4.6% | +91.1% | -86.4% | -3.5% |
| 6M | +13.5% | +88.4% | -74.9% | +4.0% |
| YTD | +18.5% | +194.1% | -175.6% | +2.1% |
| 1Y | +22.9% | +180.4% | -157.5% | +5.8% |
| 3Y | +67.8% | +59.3% | +8.5% | +50.5% |
| 5Y | +81.8% | +816.3% | -734.4% | +22.8% |
| All | +228.7% | +374.8% | -146.1% | +113.5% |
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