+2,235.4%
VGT vs PBR
+1,337.2%
+898.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | -1.0% | +4.2% | -5.3% | -1.9% |
| 30D | -0.4% | +22.7% | -23.2% | -4.6% |
| 3M | +6.6% | +21.5% | -14.9% | +2.2% |
| 6M | +31.0% | +24.0% | +7.0% | +24.4% |
| YTD | +27.2% | +88.2% | -61.0% | +10.7% |
| 1Y | +34.5% | +74.8% | -40.4% | +18.5% |
| 3Y | +123.1% | +105.1% | +18.0% | +87.5% |
| 5Y | +135.1% | +572.2% | -437.2% | +47.8% |
| 10Y | +803.4% | +692.7% | +110.6% | +381.4% |
| All | +2,235.4% | +1,337.2% | +898.2% | +795.8% |
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 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