+104.3%
PBR vs VMC
+17.8%
+86.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | +4.2% | -3.7% | +7.9% | +4.1% |
| 30D | +22.7% | -12.8% | +35.5% | +22.4% |
| 3M | +21.5% | -7.9% | +29.4% | +20.9% |
| 6M | +24.0% | -7.5% | +31.5% | +23.3% |
| YTD | +88.2% | -11.6% | +99.9% | +87.1% |
| 1Y | +74.8% | -14.3% | +89.1% | +74.3% |
| All | +104.3% | +17.8% | +86.5% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling