+76.3%
VUG vs PBF
+735.5%
-659.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.6% |
| 7D | +0.9% | +2.4% | -1.5% | +0.7% |
| 30D | -1.4% | +24.9% | -26.3% | -2.8% |
| 3M | +2.3% | +81.9% | -79.5% | -1.8% |
| 6M | +15.7% | +79.4% | -63.7% | +10.5% |
| YTD | +8.6% | +188.3% | -179.7% | -0.6% |
| 1Y | +14.1% | +177.3% | -163.2% | +4.3% |
| 3Y | +87.9% | +56.0% | +31.9% | +73.5% |
| 5Y | +76.3% | +804.0% | -727.7% | +42.7% |
| All | +76.3% | +735.5% | -659.2% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling