+6.0%
VWO vs PBF
+120.1%
-114.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.7% | +8.4% | +1.4% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | -7.1% | -13.7% | +6.6% | -7.6% |
| 3M | -6.1% | +10.6% | -16.7% | -5.4% |
| 6M | -3.9% | +61.2% | -65.0% | -0.4% |
| YTD | +5.0% | +172.7% | -167.7% | +5.9% |
| 1Y | +6.0% | +111.0% | -105.0% | +9.2% |
| All | +6.0% | +120.1% | -114.1% | +9.2% |
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