+1,663.6%
PBR vs VTRS
+117.4%
+1,546.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +5.4% | -2.2% | +7.6% | +6.2% |
| 30D | +22.9% | +3.3% | +19.6% | +21.3% |
| 3M | +19.6% | +2.0% | +17.7% | +18.0% |
| 6M | +16.5% | +19.9% | -3.5% | +6.9% |
| YTD | +86.7% | +35.7% | +50.9% | +62.8% |
| 1Y | +74.7% | +68.1% | +6.6% | +39.5% |
| 3Y | +102.6% | +87.1% | +15.5% | +49.5% |
| 5Y | +566.6% | +47.6% | +518.9% | +410.8% |
| 10Y | +686.1% | -48.2% | +734.2% | +737.7% |
| All | +1,663.6% | +117.4% | +1,546.3% | +817.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling