+312.9%
PBR vs VEU
+190.9%
+122.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +4.1% |
| 7D | +2.5% | +1.7% | +0.8% | -0.1% |
| 30D | +19.4% | +1.0% | +18.4% | +17.4% |
| 3M | +20.8% | +5.6% | +15.2% | +9.8% |
| 6M | +23.5% | +13.7% | +9.8% | -2.3% |
| YTD | +83.4% | +17.7% | +65.7% | +36.9% |
| 1Y | +77.6% | +25.8% | +51.8% | +19.4% |
| 3Y | +99.9% | +77.1% | +22.7% | -22.4% |
| 5Y | +567.7% | +57.1% | +510.6% | +200.2% |
| 10Y | +621.5% | +149.8% | +471.7% | +86.1% |
| All | +312.9% | +190.9% | +122.0% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling