+81.7%
VUG vs PBF
+74.2%
+7.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +2.6% |
| 7D | +0.5% | -7.4% | +7.9% | +0.8% |
| 30D | -8.2% | -17.5% | +9.3% | -7.4% |
| 3M | -5.4% | +13.1% | -18.6% | -6.3% |
| 6M | -2.5% | +72.6% | -75.2% | -5.9% |
| YTD | +4.2% | +161.2% | -157.0% | -4.5% |
| 1Y | +5.0% | +93.3% | -88.3% | -0.8% |
| 3Y | +81.7% | +80.7% | +1.1% | +59.3% |
| All | +81.7% | +74.2% | +7.6% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling