+710.1%
VTV vs PBR
+1,337.2%
-627.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -1.1% |
| 7D | -2.1% | +4.2% | -6.3% | -2.9% |
| 30D | -1.3% | +22.7% | -24.1% | -5.6% |
| 3M | +5.6% | +21.5% | -15.9% | +1.0% |
| 6M | +12.4% | +24.0% | -11.6% | +6.5% |
| YTD | +17.6% | +88.2% | -70.6% | +1.8% |
| 1Y | +23.5% | +74.8% | -51.3% | +8.3% |
| 3Y | +67.0% | +105.1% | -38.1% | +39.0% |
| 5Y | +80.5% | +572.2% | -491.7% | +10.9% |
| 10Y | +230.6% | +692.7% | -462.1% | +69.8% |
| All | +710.1% | +1,337.2% | -627.1% | +213.9% |
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