+1,002.6%
VST vs PBR
+567.4%
+435.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +12.0% | +10.9% |
| 7D | -9.8% | -16.0% | +6.2% | -5.8% |
| 30D | -25.1% | -22.8% | -2.4% | -20.7% |
| 3M | -11.6% | +3.0% | -14.6% | -12.9% |
| 6M | -20.9% | -8.1% | -12.8% | -20.1% |
| YTD | -22.3% | +63.1% | -85.4% | -32.3% |
| 1Y | -32.0% | +59.3% | -91.3% | -40.5% |
| 3Y | +262.4% | +66.1% | +196.3% | +211.3% |
| 5Y | +563.4% | +495.8% | +67.5% | +301.4% |
| 10Y | +1,120.7% | +514.7% | +606.0% | +516.3% |
| All | +1,002.6% | +567.4% | +435.1% | +441.9% |
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