+575.8%
PBR vs VT
+221.8%
+354.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.7% |
| 7D | -1.0% | +2.4% | -3.4% | -4.0% |
| 30D | -29.3% | -1.5% | -27.8% | -28.4% |
| 3M | +5.5% | -4.1% | +9.6% | +10.1% |
| 6M | -2.9% | +0.6% | -3.4% | -5.7% |
| YTD | +61.5% | +11.0% | +50.4% | +35.5% |
| 1Y | +46.9% | +13.3% | +33.5% | +19.6% |
| 3Y | +66.4% | +73.4% | -7.0% | -27.7% |
| 5Y | +460.3% | +57.4% | +402.9% | +174.6% |
| All | +575.8% | +221.8% | +354.0% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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