+51.8%
VG vs PBR
+74.7%
-22.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -7.0% | -0.7% | -2.7% |
| 7D | -16.4% | -11.0% | -5.4% | -8.7% |
| 30D | -10.8% | -18.8% | +8.0% | +1.8% |
| 3M | -6.3% | +7.8% | -14.1% | -16.2% |
| 6M | -12.5% | -7.6% | -4.9% | -13.1% |
| YTD | +76.9% | +72.7% | +4.2% | +29.1% |
| 1Y | +51.8% | +72.9% | -21.2% | +13.4% |
| All | +51.8% | +74.7% | -22.9% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling