+377.4%
VT vs PBR
+27.2%
+350.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +0.4% | +8.6% | -8.1% | -1.5% |
| 30D | +1.0% | +12.8% | -11.8% | -2.0% |
| 3M | +2.4% | +14.7% | -12.3% | -1.2% |
| 6M | +12.0% | +25.2% | -13.2% | +5.2% |
| YTD | +15.3% | +77.1% | -61.8% | -0.4% |
| 1Y | +22.6% | +69.6% | -47.0% | +6.7% |
| 3Y | +74.7% | +95.6% | -20.9% | +44.0% |
| 5Y | +66.1% | +501.8% | -435.6% | -1.0% |
| 10Y | +225.0% | +640.6% | -415.6% | +55.5% |
| All | +377.4% | +27.2% | +350.2% | +169.7% |
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