+542.7%
PBR vs VTEB
+1.2%
+541.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.4% | -0.9% | +6.3% | +5.7% |
| 30D | +22.9% | -2.5% | +25.4% | +24.1% |
| 3M | +19.6% | -3.0% | +22.6% | +21.1% |
| 6M | +16.5% | -2.1% | +18.6% | +17.3% |
| YTD | +86.7% | -1.5% | +88.1% | +87.1% |
| 1Y | +74.7% | +0.2% | +74.5% | +73.2% |
| 3Y | +102.6% | +8.6% | +94.0% | +92.6% |
| All | +542.7% | +1.2% | +541.4% | +459.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling