+182.8%
VXUS vs PBR
+127.2%
+55.5%
-36.0%
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% | -1.0% |
| 7D | +1.6% | +2.5% | -0.9% | +1.1% |
| 30D | +1.0% | +19.4% | -18.4% | -2.5% |
| 3M | +5.7% | +20.8% | -15.1% | +1.6% |
| 6M | +13.6% | +23.5% | -9.9% | +8.2% |
| YTD | +17.4% | +83.4% | -66.0% | +3.4% |
| 1Y | +25.1% | +77.6% | -52.5% | +10.6% |
| 3Y | +75.8% | +99.9% | -24.0% | +49.7% |
| 5Y | +55.4% | +567.7% | -512.3% | +0.2% |
| 10Y | +146.4% | +621.5% | -475.1% | +38.2% |
| All | +182.8% | +127.2% | +55.5% | +116.6% |
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