+750.8%
VUG vs PBF
+303.9%
+446.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -0.1% | +4.3% | -4.4% | -0.5% |
| 30D | -0.3% | +22.0% | -22.3% | -2.4% |
| 3M | -0.7% | +74.5% | -75.2% | -6.5% |
| 6M | +14.6% | +67.7% | -53.1% | +7.5% |
| YTD | +9.0% | +179.2% | -170.2% | -3.5% |
| 1Y | +14.9% | +170.0% | -155.1% | +1.4% |
| 3Y | +86.0% | +66.4% | +19.7% | +68.3% |
| 5Y | +76.7% | +764.5% | -687.8% | +27.9% |
| 10Y | +411.3% | +358.5% | +52.8% | +247.0% |
| All | +750.8% | +303.9% | +446.9% | +457.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling