+3.2%
PEP vs VTR
+88.4%
-85.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | -1.7% | -2.9% | +1.2% | -1.1% |
| 30D | +0.3% | -2.8% | +3.1% | +0.9% |
| 3M | -3.2% | +9.0% | -12.3% | -5.1% |
| 6M | -13.6% | +5.0% | -18.5% | -14.7% |
| YTD | -1.9% | +16.9% | -18.8% | -5.2% |
| 1Y | -0.6% | +34.3% | -34.9% | -6.8% |
| 3Y | -13.6% | +131.6% | -145.2% | -27.3% |
| 5Y | +3.2% | +88.0% | -84.8% | -10.7% |
| All | +3.2% | +88.4% | -85.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling