+349.1%
VT vs PBR
+17.1%
+331.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.6% |
| 7D | -2.3% | -16.0% | +13.6% | +1.5% |
| 30D | -5.0% | -22.8% | +17.8% | +0.3% |
| 3M | -4.9% | +3.0% | -7.9% | -6.5% |
| 6M | -1.5% | -8.1% | +6.5% | -1.0% |
| YTD | +8.5% | +63.1% | -54.7% | -5.3% |
| 1Y | +11.4% | +59.3% | -47.9% | -2.4% |
| 3Y | +70.1% | +66.1% | +3.9% | +44.7% |
| 5Y | +53.7% | +495.8% | -442.1% | -8.5% |
| 10Y | +220.0% | +514.7% | -294.7% | +59.9% |
| All | +349.1% | +17.1% | +331.9% | +156.3% |
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