+54.4%
VXUS vs PBF
+772.7%
-718.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +1.0% | +4.3% | -3.3% | +0.8% |
| 30D | +2.2% | +22.0% | -19.8% | +1.0% |
| 3M | +3.0% | +74.5% | -71.5% | -0.4% |
| 6M | +10.7% | +67.7% | -57.0% | +6.7% |
| YTD | +17.8% | +179.2% | -161.3% | +8.9% |
| 1Y | +27.6% | +170.0% | -142.4% | +17.7% |
| 3Y | +73.3% | +66.4% | +6.9% | +61.7% |
| All | +54.4% | +772.7% | -718.3% | +25.1% |
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