+112.7%
PBR vs VLTO
+25.1%
+87.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +0.3% | -2.6% | +2.9% | +0.6% |
| 30D | +17.5% | -2.5% | +20.0% | +17.8% |
| 3M | +20.9% | +10.1% | +10.8% | +19.0% |
| 6M | +20.2% | +1.0% | +19.2% | +19.9% |
| YTD | +84.3% | -4.8% | +89.1% | +85.3% |
| 1Y | +77.1% | -9.3% | +86.4% | +79.6% |
| All | +112.7% | +25.1% | +87.6% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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