+85.6%
VUG vs PBR
+99.7%
-14.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.0% |
| 7D | -0.5% | +5.4% | -5.9% | -1.0% |
| 30D | -1.0% | +22.9% | -23.8% | -2.9% |
| 3M | +3.5% | +19.6% | -16.1% | +1.6% |
| 6M | +14.2% | +16.5% | -2.3% | +11.7% |
| YTD | +8.5% | +86.7% | -78.2% | -1.4% |
| 1Y | +12.9% | +74.7% | -61.8% | +3.4% |
| 3Y | +85.6% | +102.6% | -16.9% | +62.9% |
| All | +85.6% | +99.7% | -14.1% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling