+222.7%
VT vs PBR
+576.8%
-354.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.9% |
| 7D | +2.9% | -3.7% | +6.6% | +3.5% |
| 30D | -2.5% | -29.0% | +26.5% | +3.0% |
| 3M | -3.3% | +4.9% | -8.2% | -4.9% |
| 6M | +1.5% | -8.4% | +9.9% | +2.0% |
| YTD | +11.4% | +59.4% | -48.0% | +0.4% |
| 1Y | +11.9% | +45.5% | -33.6% | +2.5% |
| 3Y | +73.9% | +67.4% | +6.5% | +52.9% |
| 5Y | +57.9% | +453.0% | -395.1% | +5.5% |
| All | +222.7% | +576.8% | -354.1% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling