+104.3%
PBR vs VEU
+72.0%
+32.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.7% |
| 7D | +4.2% | -1.9% | +6.2% | +5.2% |
| 30D | +22.7% | -0.7% | +23.5% | +23.1% |
| 3M | +21.5% | +4.9% | +16.7% | +17.9% |
| 6M | +24.0% | +9.8% | +14.1% | +15.8% |
| YTD | +88.2% | +15.3% | +72.9% | +68.5% |
| 1Y | +74.8% | +23.0% | +51.8% | +48.2% |
| All | +104.3% | +72.0% | +32.3% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling