+769.3%
VST vs PBR
+502.9%
+266.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.9% |
| 7D | +8.9% | +8.6% | +0.3% | +6.9% |
| 30D | +6.2% | +12.8% | -6.6% | +3.2% |
| 3M | -2.7% | +14.7% | -17.4% | -5.9% |
| 6M | -8.4% | +25.2% | -33.5% | -13.6% |
| YTD | -7.2% | +77.1% | -84.3% | -19.7% |
| 1Y | -20.9% | +69.6% | -90.5% | -31.0% |
| 3Y | +384.0% | +95.6% | +288.4% | +308.5% |
| All | +769.3% | +502.9% | +266.4% | +471.4% |
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