+542.7%
PBR vs VMC
+47.0%
+495.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +5.4% | -3.8% | +9.1% | +5.8% |
| 30D | +22.9% | -9.7% | +32.6% | +24.2% |
| 3M | +19.6% | -9.6% | +29.3% | +20.5% |
| 6M | +16.5% | -4.8% | +21.3% | +16.0% |
| YTD | +86.7% | -10.9% | +97.5% | +87.2% |
| 1Y | +74.7% | -15.6% | +90.3% | +77.0% |
| 3Y | +102.6% | +19.3% | +83.3% | +85.9% |
| All | +542.7% | +47.0% | +495.7% | +442.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling