+1,632.9%
PBR vs VMC
+728.0%
+904.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.2% | +4.4% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +19.4% | -9.1% | +28.5% | +24.8% |
| 3M | +20.8% | -4.1% | +24.9% | +21.4% |
| 6M | +23.5% | -5.5% | +29.0% | +23.7% |
| YTD | +83.4% | -8.9% | +92.3% | +85.3% |
| 1Y | +77.6% | -12.9% | +90.5% | +82.6% |
| 3Y | +99.9% | +22.1% | +77.7% | +65.4% |
| 5Y | +567.7% | +52.7% | +515.0% | +369.4% |
| 10Y | +621.5% | +152.7% | +468.8% | +266.3% |
| All | +1,632.9% | +728.0% | +904.9% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling