+74.7%
PBR vs VMC
-14.0%
+88.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.6% |
| 7D | +5.4% | -3.8% | +9.1% | +4.3% |
| 30D | +22.9% | -9.7% | +32.6% | +19.7% |
| 3M | +19.6% | -9.6% | +29.3% | +16.8% |
| 6M | +16.5% | -4.8% | +21.3% | +15.3% |
| YTD | +86.7% | -10.9% | +97.5% | +84.1% |
| 1Y | +74.7% | -15.6% | +90.3% | +71.6% |
| All | +74.7% | -14.0% | +88.7% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling