-2.9%
PBR vs VFC
+20.2%
-23.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +1.9% |
| 7D | -1.0% | +1.6% | -2.6% | -0.7% |
| 30D | -29.3% | +25.5% | -54.8% | -26.2% |
| 3M | +5.5% | +41.3% | -35.8% | +13.3% |
| 6M | -2.9% | +22.2% | -25.1% | +2.5% |
| All | -2.9% | +20.2% | -23.1% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling