+42.7%
VXUS vs PBF
+407.6%
-365.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | -1.8% | -13.8% | +12.0% | -1.1% |
| 30D | -4.6% | -19.6% | +15.0% | -3.7% |
| 3M | -6.1% | +10.3% | -16.3% | -6.9% |
| 6M | -4.9% | +63.4% | -68.3% | -7.9% |
| YTD | +8.1% | +152.6% | -144.6% | +0.2% |
| 1Y | +12.1% | +87.4% | -75.3% | +6.3% |
| 3Y | +63.9% | +63.3% | +0.6% | +52.6% |
| All | +42.7% | +407.6% | -365.0% | +22.2% |
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 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