+749.4%
PEP vs VTR
+1,499.7%
-750.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | +0.2% | -2.4% | +2.7% | +0.5% |
| 3M | -1.1% | +14.8% | -15.9% | -3.0% |
| 6M | -13.5% | +5.3% | -18.8% | -14.2% |
| YTD | -1.2% | +18.1% | -19.3% | -3.5% |
| 1Y | -1.6% | +36.7% | -38.3% | -5.8% |
| 3Y | -12.5% | +130.1% | -142.6% | -22.1% |
| 5Y | +3.0% | +89.5% | -86.5% | -6.7% |
| 10Y | +73.9% | +87.4% | -13.4% | +50.5% |
| All | +749.4% | +1,499.7% | -750.3% | +572.3% |
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