+1,058.9%
VST vs PBR
+558.4%
+500.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.7% | -2.0% |
| 7D | -6.0% | -13.3% | +7.3% | -2.6% |
| 30D | -18.8% | -27.7% | +9.0% | -12.5% |
| 3M | -8.0% | +2.7% | -10.7% | -9.3% |
| 6M | -10.9% | -6.7% | -4.2% | -10.4% |
| YTD | -18.3% | +60.9% | -79.3% | -28.6% |
| 1Y | -29.9% | +46.6% | -76.5% | -37.4% |
| 3Y | +290.3% | +69.1% | +221.2% | +234.0% |
| 5Y | +635.3% | +469.6% | +165.7% | +350.0% |
| 10Y | +1,162.4% | +523.4% | +639.0% | +544.2% |
| All | +1,058.9% | +558.4% | +500.5% | +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 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