+24.0%
PBR vs VTRS
+17.3%
+6.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.0% |
| 7D | +4.2% | -3.3% | +7.5% | +3.6% |
| 30D | +22.7% | +1.4% | +21.4% | +23.1% |
| 3M | +21.5% | +4.6% | +16.9% | +22.9% |
| 6M | +24.0% | +18.1% | +5.9% | +30.5% |
| All | +24.0% | +17.3% | +6.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 6mo: compounded portfolio wealth divided by compounded VTRS 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…
6mo analysis · Full analysis span regression · 6 months rolling