+1,245.4%
VUG vs PBR
+1,300.2%
-54.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | +0.9% | +2.5% | -1.6% | +0.4% |
| 30D | -1.4% | +19.4% | -20.8% | -4.9% |
| 3M | +2.3% | +20.8% | -18.5% | -1.7% |
| 6M | +15.7% | +23.5% | -7.8% | +10.0% |
| YTD | +8.6% | +83.4% | -74.8% | -4.7% |
| 1Y | +14.1% | +77.6% | -63.5% | +0.5% |
| 3Y | +87.9% | +99.9% | -12.0% | +59.2% |
| 5Y | +76.3% | +567.7% | -491.4% | +12.1% |
| 10Y | +409.7% | +621.5% | -211.8% | +179.0% |
| All | +1,245.4% | +1,300.2% | -54.8% | +463.9% |
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