+575.8%
PBR vs VSH
+115.4%
+460.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +2.6% |
| 7D | -1.0% | +14.3% | -15.4% | -5.7% |
| 30D | -29.3% | -7.9% | -21.4% | -28.8% |
| 3M | +5.5% | -19.9% | +25.4% | +9.4% |
| 6M | -2.9% | -30.5% | +27.6% | -1.5% |
| YTD | +61.5% | +85.7% | -24.2% | +6.6% |
| 1Y | +46.9% | +98.9% | -52.1% | -6.3% |
| 3Y | +66.4% | +32.1% | +34.4% | +14.8% |
| 5Y | +460.3% | +39.7% | +420.6% | +246.7% |
| All | +575.8% | +115.4% | +460.4% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling