+272.0%
PBR vs VIG
+617.8%
-345.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.7% |
| 7D | +2.5% | -0.4% | +2.9% | +3.0% |
| 30D | +19.4% | -2.1% | +21.5% | +23.1% |
| 3M | +20.8% | +3.3% | +17.5% | +13.9% |
| 6M | +23.5% | +9.3% | +14.2% | +5.8% |
| YTD | +83.4% | +10.1% | +73.3% | +54.6% |
| 1Y | +77.6% | +14.7% | +62.8% | +39.8% |
| 3Y | +99.9% | +56.9% | +42.9% | -7.7% |
| 5Y | +567.7% | +62.9% | +504.8% | +170.4% |
| 10Y | +621.5% | +241.3% | +380.2% | -16.8% |
| All | +272.0% | +617.8% | -345.9% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling