+72.9%
PBR vs VEU
+17.0%
+55.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.0% | -8.9% | -6.6% |
| 7D | -11.0% | +0.2% | -11.2% | -10.8% |
| 30D | -18.8% | -2.1% | -16.6% | -18.8% |
| 3M | +7.8% | -2.7% | +10.5% | +7.6% |
| 6M | -7.6% | +3.2% | -10.8% | -7.3% |
| YTD | +72.7% | +12.6% | +60.1% | +69.8% |
| 1Y | +72.9% | +17.1% | +55.8% | +67.6% |
| All | +72.9% | +17.0% | +55.9% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling