+33.8%
VWO vs PBF
+799.3%
-765.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.8% | +5.3% | -7.1% | -2.0% |
| 30D | -0.1% | +11.7% | -11.8% | -0.8% |
| 3M | +2.2% | +91.1% | -88.8% | -1.6% |
| 6M | +8.8% | +88.4% | -79.7% | +4.2% |
| YTD | +12.4% | +194.1% | -181.7% | +3.6% |
| 1Y | +15.6% | +180.4% | -164.8% | +6.5% |
| 3Y | +62.5% | +59.3% | +3.2% | +52.0% |
| All | +33.8% | +799.3% | -765.5% | +7.9% |
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