-39.3%
VG vs PBR
+63.9%
-103.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +1.5% |
| 7D | +1.7% | +8.6% | -6.9% | -6.6% |
| 30D | +16.0% | +12.8% | +3.2% | +2.4% |
| 3M | +9.7% | +14.7% | -4.9% | -3.6% |
| 6M | +29.6% | +25.2% | +4.4% | +3.2% |
| YTD | +112.0% | +77.1% | +34.9% | +19.9% |
| 1Y | +12.8% | +69.6% | -56.8% | -34.5% |
| All | -39.3% | +63.9% | -103.3% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling