+797.6%
PEP vs VTR
+1,485.3%
-687.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +12.5% | +5.5% | +7.0% | +11.7% |
| 3M | +4.5% | -0.9% | +5.5% | +4.6% |
| 6M | -0.5% | -0.4% | -0.1% | -0.5% |
| YTD | +4.4% | +17.0% | -12.6% | +2.1% |
| 1Y | +4.4% | +18.0% | -13.6% | +1.9% |
| 3Y | -3.4% | +127.4% | -130.8% | -13.8% |
| 5Y | +5.2% | +92.3% | -87.1% | -4.9% |
| 10Y | +92.1% | +129.6% | -37.5% | +62.6% |
| All | +797.6% | +1,485.3% | -687.7% | +611.2% |
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