+66.4%
PBR vs VSH
+31.2%
+35.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.6% |
| 7D | -1.0% | +14.3% | -15.4% | -2.2% |
| 30D | -29.3% | -7.9% | -21.4% | -29.1% |
| 3M | +5.5% | -19.9% | +25.4% | +6.5% |
| 6M | -2.9% | -30.5% | +27.6% | -2.8% |
| YTD | +61.5% | +85.7% | -24.2% | +39.1% |
| 1Y | +46.9% | +98.9% | -52.1% | +25.1% |
| 3Y | +66.4% | +32.1% | +34.4% | +41.8% |
| All | +66.4% | +31.2% | +35.2% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling