+165.8%
VXUS vs PBR
+100.1%
+65.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.3% |
| 7D | +2.1% | -1.0% | +3.2% | +2.3% |
| 30D | -1.1% | -29.3% | +28.2% | +5.0% |
| 3M | -5.6% | +5.5% | -11.1% | -7.3% |
| 6M | -2.3% | -2.9% | +0.6% | -2.8% |
| YTD | +10.4% | +61.5% | -51.1% | -1.1% |
| 1Y | +13.1% | +46.9% | -33.8% | +3.1% |
| 3Y | +68.0% | +66.4% | +1.6% | +47.3% |
| 5Y | +45.8% | +460.3% | -414.5% | -3.1% |
| 10Y | +144.7% | +564.6% | -420.0% | +39.0% |
| All | +165.8% | +100.1% | +65.7% | +107.1% |
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