+66.1%
PBR vs VLTO
+69.5%
-3.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | -16.0% | +5.4% | -21.4% | -16.5% |
| 30D | -22.8% | +22.3% | -45.1% | -24.8% |
| 3M | +3.0% | +19.6% | -16.6% | +0.5% |
| 6M | -8.1% | +35.2% | -43.2% | -12.3% |
| YTD | +63.1% | +17.9% | +45.3% | +59.6% |
| 1Y | +59.3% | +19.5% | +39.7% | +55.2% |
| 3Y | +66.1% | +73.9% | -7.8% | +46.6% |
| All | +66.1% | +69.5% | -3.3% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling