+146.4%
VXUS vs PBF
+354.3%
-207.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.7% |
| 7D | +1.6% | +2.4% | -0.8% | +1.3% |
| 30D | +1.0% | +24.9% | -23.9% | -1.3% |
| 3M | +5.7% | +81.9% | -76.2% | -0.8% |
| 6M | +13.6% | +79.4% | -65.8% | +5.9% |
| YTD | +17.4% | +188.3% | -170.9% | +3.7% |
| 1Y | +25.1% | +177.3% | -152.2% | +10.2% |
| 3Y | +75.8% | +56.0% | +19.8% | +60.6% |
| 5Y | +55.4% | +804.0% | -748.6% | +11.1% |
| 10Y | +146.4% | +334.1% | -187.7% | +72.4% |
| All | +146.4% | +354.3% | -207.9% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling