+402.8%
VUG vs PBF
+260.7%
+142.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +2.5% | +6.5% | -4.0% | +1.9% |
| 30D | -6.3% | -20.0% | +13.7% | -4.5% |
| 3M | -6.0% | -3.3% | -2.7% | -6.2% |
| 6M | -3.5% | +76.8% | -80.3% | -9.4% |
| YTD | +3.9% | +168.9% | -165.0% | -7.5% |
| 1Y | +5.1% | +96.4% | -91.3% | -3.6% |
| 3Y | +77.9% | +77.2% | +0.7% | +60.0% |
| 5Y | +62.4% | +417.7% | -355.3% | +26.1% |
| All | +402.8% | +260.7% | +142.1% | +275.0% |
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 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