+572.2%
PBR vs VO
+40.2%
+532.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.6% |
| 7D | +4.2% | -2.5% | +6.7% | +5.6% |
| 30D | +22.7% | -3.2% | +26.0% | +24.7% |
| 3M | +21.5% | +3.9% | +17.6% | +18.6% |
| 6M | +24.0% | +9.6% | +14.3% | +17.1% |
| YTD | +88.2% | +11.6% | +76.7% | +75.8% |
| 1Y | +74.8% | +12.6% | +62.2% | +62.2% |
| 3Y | +105.1% | +55.4% | +49.7% | +57.5% |
| 5Y | +572.2% | +41.8% | +530.4% | +450.1% |
| All | +572.2% | +40.2% | +532.0% | +450.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling