+662.0%
PBR vs VIG
+250.0%
+412.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.7% |
| 7D | +5.4% | -1.1% | +6.4% | +6.6% |
| 30D | +22.9% | -2.7% | +25.6% | +26.7% |
| 3M | +19.6% | +2.5% | +17.1% | +15.5% |
| 6M | +16.5% | +9.2% | +7.2% | +3.6% |
| YTD | +86.7% | +9.8% | +76.8% | +64.5% |
| 1Y | +74.7% | +12.4% | +62.3% | +49.3% |
| 3Y | +102.6% | +55.9% | +46.7% | +12.3% |
| 5Y | +566.6% | +63.9% | +502.6% | +230.8% |
| All | +662.0% | +250.0% | +412.0% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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