+360.8%
VT vs PBR
+16.0%
+344.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +0.4% | -13.3% | +13.6% | +3.6% |
| 30D | -2.6% | -27.5% | +24.9% | +4.3% |
| 3M | -3.2% | +5.2% | -8.4% | -5.3% |
| 6M | +0.9% | -6.4% | +7.3% | +1.1% |
| YTD | +11.3% | +61.6% | -50.3% | -2.6% |
| 1Y | +14.0% | +48.9% | -34.9% | +1.5% |
| 3Y | +75.8% | +70.0% | +5.8% | +48.8% |
| 5Y | +57.8% | +469.0% | -411.1% | -5.0% |
| 10Y | +219.8% | +471.6% | -251.8% | +63.0% |
| All | +360.8% | +16.0% | +344.8% | +163.6% |
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 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