+222.3%
VT vs PBR
+632.3%
-410.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.1% |
| 7D | +1.0% | +2.5% | -1.4% | +0.5% |
| 30D | -0.2% | +19.4% | -19.6% | -3.4% |
| 3M | +4.5% | +20.8% | -16.2% | +0.8% |
| 6M | +14.1% | +23.5% | -9.4% | +8.9% |
| YTD | +14.8% | +83.4% | -68.6% | +1.6% |
| 1Y | +21.2% | +77.6% | -56.4% | +7.8% |
| 3Y | +76.6% | +99.9% | -23.3% | +51.3% |
| 5Y | +66.6% | +567.7% | -501.1% | +8.0% |
| 10Y | +222.3% | +621.5% | -399.2% | +82.6% |
| All | +222.3% | +632.3% | -410.0% | +82.6% |
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