+106.6%
VWO vs PBF
+315.6%
-209.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +0.9% | +15.8% | -15.0% | -0.7% |
| 3M | +4.3% | +90.3% | -86.0% | -3.0% |
| 6M | +10.5% | +102.8% | -92.3% | +1.3% |
| YTD | +13.4% | +187.3% | -174.0% | -0.7% |
| 1Y | +18.6% | +161.8% | -143.3% | +4.3% |
| 3Y | +65.8% | +55.5% | +10.3% | +50.5% |
| 5Y | +35.2% | +801.9% | -766.7% | -5.2% |
| 10Y | +116.6% | +362.2% | -245.6% | +41.8% |
| All | +106.6% | +315.6% | -209.0% | +30.0% |
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