+572.2%
PBR vs VSH
+64.5%
+507.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +4.2% | +3.1% | +1.2% | +3.8% |
| 30D | +22.7% | -5.7% | +28.4% | +23.5% |
| 3M | +21.5% | -42.5% | +64.0% | +28.9% |
| 6M | +24.0% | +82.7% | -58.7% | +6.2% |
| YTD | +88.2% | +118.2% | -30.0% | +55.7% |
| 1Y | +74.8% | +109.7% | -34.9% | +44.6% |
| 3Y | +105.1% | +35.3% | +69.8% | +79.7% |
| 5Y | +572.2% | +65.6% | +506.6% | +429.5% |
| All | +572.2% | +64.5% | +507.8% | +429.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling