+668.5%
PBR vs VFC
-70.4%
+738.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.7% | +2.5% |
| 7D | +4.2% | -3.3% | +7.5% | +5.0% |
| 30D | +22.7% | -14.0% | +36.8% | +26.9% |
| 3M | +21.5% | -22.6% | +44.1% | +27.2% |
| 6M | +24.0% | -24.7% | +48.7% | +29.3% |
| YTD | +88.2% | -29.0% | +117.2% | +98.0% |
| 1Y | +74.8% | -13.8% | +88.6% | +72.2% |
| 3Y | +105.1% | -28.2% | +133.4% | +83.2% |
| 5Y | +572.2% | -79.0% | +651.2% | +946.0% |
| All | +668.5% | -70.4% | +738.9% | +1,016.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling