+662.0%
PBR vs VEU
+155.0%
+507.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -2.2% |
| 7D | +5.4% | -1.4% | +6.8% | +7.3% |
| 30D | +22.9% | -0.4% | +23.3% | +23.2% |
| 3M | +19.6% | +2.5% | +17.1% | +14.1% |
| 6M | +16.5% | +11.1% | +5.3% | -3.7% |
| YTD | +86.7% | +16.5% | +70.1% | +43.1% |
| 1Y | +74.7% | +22.9% | +51.8% | +23.2% |
| 3Y | +102.6% | +73.4% | +29.2% | -18.6% |
| 5Y | +566.6% | +56.1% | +510.5% | +213.7% |
| All | +662.0% | +155.0% | +507.0% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling