+572.2%
PBR vs VFC
-79.6%
+651.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.3% |
| 7D | +4.2% | -4.0% | +8.2% | +4.5% |
| 30D | +22.7% | -14.6% | +37.4% | +24.2% |
| 3M | +21.5% | -23.1% | +44.6% | +23.4% |
| 6M | +24.0% | -25.2% | +49.2% | +25.8% |
| YTD | +88.2% | -29.5% | +117.7% | +91.7% |
| 1Y | +74.8% | -14.4% | +89.2% | +73.5% |
| 3Y | +105.1% | -28.7% | +133.9% | +98.5% |
| 5Y | +572.2% | -79.1% | +651.4% | +771.0% |
| All | +572.2% | -79.6% | +651.8% | +771.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling