+124.8%
VGT vs PBR
+99.7%
+25.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -0.2% | +5.4% | -5.5% | -0.8% |
| 30D | -0.4% | +22.9% | -23.3% | -3.1% |
| 3M | +4.4% | +19.6% | -15.2% | +1.8% |
| 6M | +32.1% | +16.5% | +15.6% | +28.3% |
| YTD | +28.8% | +86.7% | -57.9% | +14.4% |
| 1Y | +35.3% | +74.7% | -39.4% | +21.5% |
| 3Y | +124.8% | +102.6% | +22.2% | +92.7% |
| All | +124.8% | +99.7% | +25.0% | +92.7% |
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