+575.8%
PBR vs VFC
-48.6%
+624.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.6% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | -29.3% | +25.5% | -54.8% | -33.1% |
| 3M | +5.5% | +41.3% | -35.8% | -3.3% |
| 6M | -2.9% | +22.2% | -25.1% | -9.1% |
| YTD | +61.5% | +16.4% | +45.1% | +50.7% |
| 1Y | +46.9% | +38.4% | +8.4% | +30.0% |
| 3Y | +66.4% | +56.2% | +10.2% | +19.7% |
| 5Y | +460.3% | -68.2% | +528.5% | +720.3% |
| All | +575.8% | -48.6% | +624.4% | +766.5% |
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 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