+1,573.8%
PBR vs VFC
+382.7%
+1,191.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.8% |
| 7D | +8.6% | -1.6% | +10.2% | +9.1% |
| 30D | +12.8% | -11.6% | +24.4% | +17.6% |
| 3M | +14.7% | -18.1% | +32.8% | +20.4% |
| 6M | +25.2% | -27.4% | +52.5% | +35.2% |
| YTD | +77.1% | -24.8% | +102.0% | +87.3% |
| 1Y | +69.6% | -8.2% | +77.8% | +62.2% |
| 3Y | +95.6% | -29.1% | +124.7% | +65.9% |
| 5Y | +501.8% | -79.2% | +580.9% | +794.4% |
| 10Y | +640.6% | -68.1% | +708.7% | +724.0% |
| All | +1,573.8% | +382.7% | +1,191.0% | +541.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling