+1,149.6%
PBR vs VO
+825.6%
+324.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.0% | +3.1% | -4.1% | -5.3% |
| 30D | -29.3% | +2.2% | -31.5% | -31.8% |
| 3M | +5.5% | -2.5% | +8.0% | +8.1% |
| 6M | -2.9% | +7.0% | -9.8% | -13.1% |
| YTD | +61.5% | +14.0% | +47.5% | +30.8% |
| 1Y | +46.9% | +15.6% | +31.2% | +16.3% |
| 3Y | +66.4% | +66.2% | +0.3% | -23.6% |
| 5Y | +460.3% | +36.6% | +423.7% | +214.7% |
| 10Y | +564.6% | +199.0% | +365.7% | +24.2% |
| All | +1,149.6% | +825.6% | +324.0% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling