+11.4%
VT vs PBR
+57.8%
-46.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.2% |
| 7D | -2.3% | -16.0% | +13.6% | -2.9% |
| 30D | -5.0% | -22.8% | +17.8% | -5.8% |
| 3M | -4.9% | +3.0% | -7.9% | -4.7% |
| 6M | -1.5% | -8.1% | +6.5% | -1.6% |
| YTD | +8.5% | +63.1% | -54.7% | +5.9% |
| 1Y | +11.4% | +59.3% | -47.9% | +8.8% |
| All | +11.4% | +57.8% | -46.4% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling