+25.2%
PBR vs VLTO
+1.3%
+23.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -2.3% |
| 7D | +8.6% | -2.3% | +10.9% | +7.9% |
| 30D | +12.8% | -0.9% | +13.7% | +12.5% |
| 3M | +14.7% | +13.8% | +0.9% | +17.4% |
| 6M | +25.2% | +2.0% | +23.2% | +23.6% |
| All | +25.2% | +1.3% | +23.9% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling