+161.1%
VEA vs PBR
+697.0%
-535.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | -1.5% | +5.4% | -6.8% | -2.4% |
| 30D | -0.8% | +22.9% | -23.7% | -4.5% |
| 3M | +2.5% | +19.6% | -17.2% | -1.1% |
| 6M | +11.1% | +16.5% | -5.3% | +7.3% |
| YTD | +17.2% | +86.7% | -69.5% | +3.5% |
| 1Y | +24.5% | +74.7% | -50.2% | +11.1% |
| 3Y | +75.4% | +102.6% | -27.1% | +50.1% |
| 5Y | +61.1% | +566.6% | -505.5% | +5.1% |
| All | +161.1% | +697.0% | -535.9% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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