+1,641.2%
PBR vs VTR
+6,233.3%
-4,592.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +0.3% | -2.9% | +3.2% | +1.7% |
| 30D | +17.5% | -2.8% | +20.3% | +18.9% |
| 3M | +20.9% | +9.0% | +11.9% | +15.5% |
| 6M | +20.2% | +5.0% | +15.3% | +16.4% |
| YTD | +84.3% | +16.9% | +67.3% | +69.4% |
| 1Y | +77.1% | +34.3% | +42.8% | +52.1% |
| 3Y | +100.8% | +131.6% | -30.8% | +30.2% |
| 5Y | +556.1% | +88.0% | +468.1% | +354.3% |
| 10Y | +676.1% | +97.8% | +578.3% | +369.3% |
| All | +1,641.2% | +6,233.3% | -4,592.1% | +412.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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