-51.4%
VG vs PBR
+51.0%
-102.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.3% |
| 7D | -22.0% | -16.0% | -6.1% | -8.9% |
| 30D | -11.6% | -22.8% | +11.1% | +8.5% |
| 3M | -14.9% | +3.0% | -17.9% | -22.1% |
| 6M | -3.5% | -8.1% | +4.5% | -1.2% |
| YTD | +70.0% | +63.1% | +6.8% | -1.2% |
| 1Y | +50.0% | +59.3% | -9.3% | -12.8% |
| All | -51.4% | +51.0% | -102.3% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling