+72.9%
PBR vs VFC
+52.5%
+20.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.4% | -11.4% | -6.4% |
| 7D | -11.0% | +21.5% | -32.5% | -8.7% |
| 30D | -18.8% | +46.7% | -65.4% | -14.7% |
| 3M | +7.8% | +38.4% | -30.6% | +12.9% |
| 6M | -7.6% | +15.2% | -22.8% | -4.4% |
| YTD | +72.7% | +17.8% | +54.8% | +79.1% |
| 1Y | +72.9% | +55.6% | +17.4% | +77.5% |
| All | +72.9% | +52.5% | +20.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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