+438.5%
VTV vs PBF
+317.1%
+121.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.2% |
| 7D | +0.3% | +2.4% | -2.1% | 0.0% |
| 30D | +0.1% | +24.9% | -24.7% | -2.6% |
| 3M | +6.2% | +81.9% | -75.7% | -1.7% |
| 6M | +13.5% | +79.4% | -65.9% | +4.3% |
| YTD | +18.9% | +188.3% | -169.5% | +2.5% |
| 1Y | +25.8% | +177.3% | -151.5% | +8.2% |
| 3Y | +68.7% | +56.0% | +12.7% | +51.5% |
| 5Y | +80.3% | +804.0% | -723.7% | +22.1% |
| 10Y | +226.3% | +334.1% | -107.8% | +107.1% |
| All | +438.5% | +317.1% | +121.4% | +226.7% |
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