+100.0%
PBR vs VO
+56.0%
+43.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +0.3% | -0.6% | +0.9% | +0.6% |
| 30D | +17.5% | -1.9% | +19.5% | +18.6% |
| 3M | +20.9% | +3.3% | +17.6% | +18.4% |
| 6M | +20.2% | +9.7% | +10.6% | +13.4% |
| YTD | +84.3% | +12.6% | +71.7% | +70.5% |
| 1Y | +77.1% | +13.6% | +63.5% | +62.6% |
| All | +100.0% | +56.0% | +43.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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