-35.7%
VG vs PBR
+70.5%
-106.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.5% | +3.3% | +3.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.4% |
| 30D | +7.2% | +17.5% | -10.3% | -9.3% |
| 3M | +22.8% | +20.9% | +1.9% | +2.5% |
| 6M | +33.2% | +20.2% | +13.0% | +11.1% |
| YTD | +124.8% | +84.3% | +40.5% | +22.2% |
| 1Y | +15.8% | +77.1% | -61.3% | -35.6% |
| All | -35.7% | +70.5% | -106.2% | -63.4% |
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 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