+1,232.7%
VST vs PBR
+653.9%
+578.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +5.8% | +17.5% | -11.8% | +1.5% |
| 3M | +3.5% | +20.9% | -17.4% | -1.5% |
| 6M | -7.4% | +20.2% | -27.6% | -12.1% |
| YTD | -6.1% | +84.3% | -90.4% | -20.1% |
| 1Y | -21.6% | +77.1% | -98.7% | -32.7% |
| 3Y | +357.2% | +100.8% | +256.4% | +277.3% |
| 5Y | +777.0% | +556.1% | +220.9% | +420.6% |
| All | +1,232.7% | +653.9% | +578.9% | +540.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling