+454.9%
PBR vs VFC
-68.3%
+523.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.1% |
| 30D | -29.3% | +25.5% | -54.8% | -30.5% |
| 3M | +5.5% | +41.3% | -35.8% | +2.7% |
| 6M | -2.9% | +22.2% | -25.1% | -4.8% |
| YTD | +61.5% | +16.4% | +45.1% | +58.2% |
| 1Y | +46.9% | +38.4% | +8.4% | +41.0% |
| 3Y | +66.4% | +56.2% | +10.2% | +49.7% |
| All | +454.9% | -68.3% | +523.2% | +714.3% |
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