-49.4%
VG vs PBR
+48.9%
-98.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -7.7% | -13.3% | +5.6% | +4.5% |
| 30D | -8.8% | -27.7% | +18.9% | +19.2% |
| 3M | -15.6% | +2.7% | -18.3% | -22.8% |
| 6M | +5.2% | -6.7% | +12.0% | +6.2% |
| YTD | +76.9% | +60.9% | +16.0% | +4.1% |
| 1Y | +42.5% | +46.6% | -4.1% | -9.4% |
| All | -49.4% | +48.9% | -98.3% | -68.8% |
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