+262.4%
VST vs PBR
+64.0%
+198.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +12.0% | +11.0% |
| 7D | -9.8% | -16.0% | +6.2% | -5.1% |
| 30D | -25.1% | -22.8% | -2.4% | -20.1% |
| 3M | -11.6% | +3.0% | -14.6% | -13.9% |
| 6M | -20.9% | -8.1% | -12.8% | -20.3% |
| YTD | -22.3% | +63.1% | -85.4% | -37.9% |
| 1Y | -32.0% | +59.3% | -91.3% | -45.2% |
| 3Y | +262.4% | +66.1% | +196.3% | +184.2% |
| All | +262.4% | +64.0% | +198.3% | +184.2% |
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