+1,216.9%
VST vs PBR
+624.7%
+592.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.0% |
| 7D | +8.9% | +8.6% | +0.3% | +6.7% |
| 30D | +6.2% | +12.8% | -6.6% | +3.0% |
| 3M | -2.7% | +14.7% | -17.4% | -6.2% |
| 6M | -8.4% | +25.2% | -33.5% | -14.0% |
| YTD | -7.2% | +77.1% | -84.3% | -20.3% |
| 1Y | -20.9% | +69.6% | -90.5% | -31.4% |
| 3Y | +384.0% | +95.6% | +288.4% | +302.0% |
| 5Y | +757.1% | +501.8% | +255.3% | +418.9% |
| All | +1,216.9% | +624.7% | +592.2% | +538.4% |
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 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