+72.9%
PBR vs VSXY
+210.1%
-137.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +8.4% | -15.3% | -6.1% |
| 7D | -11.0% | +14.2% | -25.2% | -9.7% |
| 30D | -18.8% | +21.9% | -40.6% | -17.0% |
| 3M | +7.8% | +22.1% | -14.3% | +10.5% |
| 6M | -7.6% | +116.7% | -124.3% | +1.1% |
| YTD | +72.7% | +101.1% | -28.5% | +89.4% |
| 1Y | +72.9% | +208.0% | -135.1% | +104.4% |
| All | +72.9% | +210.1% | -137.2% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling