-38.0%
VG vs PBR
+69.7%
-107.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | -1.3% |
| 7D | -2.5% | +2.5% | -5.0% | -5.0% |
| 30D | +11.1% | +19.4% | -8.3% | -7.4% |
| 3M | +14.9% | +20.8% | -5.9% | -4.0% |
| 6M | +18.4% | +23.5% | -5.1% | -4.2% |
| YTD | +116.6% | +83.4% | +33.2% | +18.3% |
| 1Y | +9.4% | +77.6% | -68.2% | -39.4% |
| All | -38.0% | +69.7% | -107.7% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling