+170.2%
VEA vs PBR
+178.3%
-8.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +0.4% | +17.5% | -17.1% | -3.6% |
| 3M | +4.8% | +20.9% | -16.1% | -0.3% |
| 6M | +11.3% | +20.2% | -9.0% | +5.2% |
| YTD | +17.4% | +84.3% | -66.9% | -0.2% |
| 1Y | +26.2% | +77.1% | -50.9% | +8.0% |
| 3Y | +77.7% | +100.8% | -23.1% | +44.4% |
| 5Y | +60.9% | +556.1% | -495.2% | -8.0% |
| 10Y | +163.6% | +676.1% | -512.5% | +20.6% |
| All | +170.2% | +178.3% | -8.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling