+104.3%
PBR vs VIG
+54.7%
+49.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | +4.2% | -2.2% | +6.5% | +5.5% |
| 30D | +22.7% | -3.2% | +26.0% | +24.8% |
| 3M | +21.5% | +3.0% | +18.5% | +18.9% |
| 6M | +24.0% | +8.1% | +15.9% | +17.5% |
| YTD | +88.2% | +9.1% | +79.2% | +76.9% |
| 1Y | +74.8% | +12.6% | +62.2% | +60.1% |
| All | +104.3% | +54.7% | +49.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling