+720.6%
VUG vs PBF
+278.8%
+441.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +1.1% |
| 7D | -1.1% | -4.0% | +2.9% | -0.7% |
| 30D | -7.0% | -18.0% | +11.0% | -5.4% |
| 3M | -3.7% | +0.9% | -4.6% | -4.3% |
| 6M | -1.6% | +65.7% | -67.3% | -7.4% |
| YTD | +5.1% | +161.9% | -156.7% | -6.7% |
| 1Y | +3.8% | +77.8% | -74.0% | -4.3% |
| 3Y | +79.9% | +74.9% | +5.0% | +61.3% |
| 5Y | +66.4% | +423.4% | -357.0% | +27.6% |
| 10Y | +405.3% | +255.2% | +150.1% | +254.0% |
| All | +720.6% | +278.8% | +441.7% | +438.7% |
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 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