-12.5%
PEP vs VTR
+131.6%
-144.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | +0.7% | -3.7% | +4.4% | +1.5% |
| 3M | -0.5% | +13.5% | -14.1% | -3.6% |
| 6M | -11.3% | +7.2% | -18.5% | -13.0% |
| YTD | -0.6% | +17.6% | -18.2% | -4.6% |
| 1Y | +1.7% | +35.4% | -33.7% | -5.7% |
| 3Y | -12.5% | +132.8% | -145.3% | -27.4% |
| All | -12.5% | +131.6% | -144.1% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling