+57.5%
VT vs PBR
+459.2%
-401.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.4% | -1.0% | +3.4% | +2.4% |
| 30D | -1.5% | -29.3% | +27.8% | +1.8% |
| 3M | -4.1% | +5.5% | -9.6% | -5.3% |
| 6M | +0.6% | -2.9% | +3.4% | +0.1% |
| YTD | +11.0% | +61.5% | -50.4% | +2.9% |
| 1Y | +13.3% | +46.9% | -33.5% | +6.3% |
| 3Y | +73.4% | +66.4% | +7.0% | +58.3% |
| All | +57.5% | +459.2% | -401.7% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling