+545.8%
PBR vs VT
+224.4%
+321.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.9% |
| 7D | -9.1% | -0.7% | -8.4% | -8.5% |
| 30D | -29.9% | -1.7% | -28.1% | -28.8% |
| 3M | +2.3% | -2.3% | +4.6% | +4.3% |
| 6M | -10.9% | +1.5% | -12.4% | -14.5% |
| YTD | +56.9% | +12.0% | +44.9% | +30.2% |
| 1Y | +38.0% | +12.9% | +25.2% | +13.1% |
| 3Y | +64.8% | +74.9% | -10.2% | -29.1% |
| 5Y | +447.1% | +59.9% | +387.2% | +162.0% |
| 10Y | +545.8% | +224.6% | +321.2% | -7.1% |
| All | +545.8% | +224.4% | +321.4% | -7.1% |
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