+1,425.7%
PBR vs VSH
+43.6%
+1,382.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +2.8% |
| 7D | -1.0% | +14.3% | -15.4% | -6.3% |
| 30D | -29.3% | -7.9% | -21.4% | -28.8% |
| 3M | +5.5% | -19.9% | +25.4% | +9.6% |
| 6M | -2.9% | -30.5% | +27.6% | -0.5% |
| YTD | +61.5% | +85.7% | -24.2% | +11.0% |
| 1Y | +46.9% | +98.9% | -52.1% | -2.1% |
| 3Y | +66.4% | +32.1% | +34.4% | +18.6% |
| 5Y | +460.3% | +39.7% | +420.6% | +274.6% |
| 10Y | +564.6% | +117.6% | +447.1% | +269.9% |
| All | +1,425.7% | +43.6% | +1,382.1% | +510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling