+555.8%
PBR vs VSXY
+37.5%
+518.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | +5.4% | +0.1% | +5.2% | +5.3% |
| 30D | +22.9% | -18.7% | +41.5% | +24.1% |
| 3M | +19.6% | -4.0% | +23.6% | +19.6% |
| 6M | +16.5% | +67.5% | -51.0% | +11.5% |
| YTD | +86.7% | +39.7% | +47.0% | +80.1% |
| 1Y | +74.7% | +180.0% | -105.3% | +57.6% |
| 3Y | +102.6% | +337.3% | -234.7% | +66.0% |
| 5Y | +566.6% | +22.7% | +543.9% | +505.5% |
| All | +555.8% | +37.5% | +518.2% | +497.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling