+13.1%
VUG vs PBF
+172.0%
-158.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | -1.7% | +15.8% | -17.5% | -1.2% |
| 3M | +2.8% | +90.3% | -87.5% | +5.5% |
| 6M | +13.6% | +102.8% | -89.2% | +15.7% |
| YTD | +8.1% | +187.3% | -179.3% | +9.0% |
| 1Y | +13.1% | +161.8% | -148.8% | +14.6% |
| All | +13.1% | +172.0% | -158.9% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling