+16.5%
PBR vs VT
+346.0%
-329.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.8% |
| 7D | -16.0% | -2.3% | -13.6% | -13.3% |
| 30D | -22.8% | -5.0% | -17.8% | -17.4% |
| 3M | +3.0% | -4.9% | +7.9% | +9.5% |
| 6M | -8.1% | -1.5% | -6.5% | -8.3% |
| YTD | +63.1% | +8.5% | +54.7% | +38.2% |
| 1Y | +59.3% | +11.4% | +47.9% | +29.3% |
| 3Y | +66.1% | +70.1% | -3.9% | -31.8% |
| 5Y | +495.8% | +53.7% | +442.1% | +170.0% |
| 10Y | +514.7% | +220.0% | +294.7% | -2.7% |
| All | +16.5% | +346.0% | -329.5% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling