+654.4%
VRT vs PBR
+459.2%
+195.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.9% |
| 7D | +10.5% | -1.0% | +11.5% | +10.7% |
| 30D | -9.3% | -29.3% | +20.0% | -2.9% |
| 3M | -29.6% | +5.5% | -35.1% | -31.3% |
| 6M | -45.4% | -2.9% | -42.5% | -45.9% |
| YTD | +24.8% | +61.5% | -36.7% | +8.0% |
| 1Y | +23.6% | +46.9% | -23.2% | +9.3% |
| 3Y | +379.7% | +66.4% | +313.2% | +306.2% |
| All | +654.4% | +459.2% | +195.2% | +367.1% |
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 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