+128.1%
VZ vs PBF
+303.9%
-175.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | +0.1% | +4.3% | -4.2% | -0.1% |
| 30D | +7.9% | +22.0% | -14.1% | +6.8% |
| 3M | +13.6% | +74.5% | -60.8% | +10.2% |
| 6M | +1.1% | +67.7% | -66.6% | -2.1% |
| YTD | +29.3% | +179.2% | -149.9% | +21.8% |
| 1Y | +21.2% | +170.0% | -148.8% | +14.0% |
| 3Y | +75.9% | +66.4% | +9.5% | +67.6% |
| 5Y | +24.1% | +764.5% | -740.4% | +4.9% |
| 10Y | +62.4% | +358.5% | -296.1% | +30.3% |
| All | +128.1% | +303.9% | -175.8% | +78.2% |
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 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