+942.2%
VTI vs PBR
+1,704.3%
-762.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | -2.0% | +4.2% | -6.3% | -2.9% |
| 30D | -1.9% | +22.7% | -24.7% | -6.1% |
| 3M | +4.5% | +21.5% | -17.0% | +0.1% |
| 6M | +12.6% | +24.0% | -11.4% | +6.8% |
| YTD | +12.0% | +88.2% | -76.2% | -2.7% |
| 1Y | +17.3% | +74.8% | -57.5% | +3.3% |
| 3Y | +75.3% | +105.1% | -29.8% | +46.9% |
| 5Y | +74.0% | +572.2% | -498.2% | +8.9% |
| 10Y | +300.0% | +692.7% | -392.7% | +111.4% |
| All | +942.2% | +1,704.3% | -762.1% | +283.1% |
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