+778.0%
PEP vs VTR
+1,498.3%
-720.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | +11.8% | +6.9% | +4.8% | +10.7% |
| 3M | +3.7% | +1.3% | +2.3% | +3.5% |
| 6M | -4.3% | +2.5% | -6.8% | -4.7% |
| YTD | +2.1% | +18.0% | -15.8% | -0.2% |
| 1Y | +2.5% | +19.5% | -16.9% | -0.1% |
| 3Y | -5.0% | +130.2% | -135.2% | -15.4% |
| 5Y | +2.9% | +93.8% | -91.0% | -7.1% |
| 10Y | +87.9% | +131.5% | -43.5% | +58.9% |
| All | +778.0% | +1,498.3% | -720.3% | +594.9% |
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