+420.5%
VUG vs PBF
+351.3%
+69.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +0.1% | +1.4% | -1.3% | 0.0% |
| 30D | -1.7% | +15.8% | -17.5% | -3.1% |
| 3M | +2.8% | +90.3% | -87.5% | -3.6% |
| 6M | +13.6% | +102.8% | -89.2% | +5.1% |
| YTD | +8.1% | +187.3% | -179.3% | -3.9% |
| 1Y | +13.1% | +161.8% | -148.8% | +0.9% |
| 3Y | +87.0% | +55.5% | +31.5% | +71.2% |
| 5Y | +76.0% | +801.9% | -725.9% | +29.1% |
| 10Y | +420.5% | +362.2% | +58.2% | +281.6% |
| All | +420.5% | +351.3% | +69.2% | +281.6% |
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