+547.4%
PBR vs VSXY
+37.7%
+509.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.7% |
| 7D | +0.3% | -10.7% | +11.1% | +0.9% |
| 30D | +17.5% | -24.3% | +41.8% | +19.2% |
| 3M | +20.9% | +1.0% | +19.9% | +20.5% |
| 6M | +20.2% | +57.4% | -37.1% | +15.6% |
| YTD | +84.3% | +39.8% | +44.5% | +77.8% |
| 1Y | +77.1% | +196.5% | -119.4% | +58.9% |
| 3Y | +100.8% | +357.2% | -256.4% | +63.8% |
| 5Y | +556.1% | +18.9% | +537.2% | +496.1% |
| All | +547.4% | +37.7% | +509.7% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling