+396.2%
VUG vs PBF
+231.7%
+164.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.3% |
| 7D | -1.2% | -15.3% | +14.1% | +0.2% |
| 30D | -8.9% | -21.8% | +12.9% | -7.0% |
| 3M | -5.9% | -0.2% | -5.7% | -6.4% |
| 6M | -3.3% | +63.6% | -66.9% | -8.5% |
| YTD | +3.4% | +147.5% | -144.1% | -7.3% |
| 1Y | +1.9% | +69.8% | -67.9% | -5.2% |
| 3Y | +76.9% | +65.3% | +11.6% | +60.2% |
| 5Y | +63.9% | +393.4% | -329.5% | +27.7% |
| 10Y | +396.2% | +240.3% | +155.9% | +271.9% |
| All | +396.2% | +231.7% | +164.5% | +271.9% |
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