+13.4%
PG vs VTR
+87.5%
-74.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +0.8% | +1.1% | -0.3% | +0.6% |
| 3M | -1.3% | +7.9% | -9.2% | -2.9% |
| 6M | -3.8% | +6.2% | -10.0% | -5.1% |
| YTD | +3.6% | +17.7% | -14.1% | +0.4% |
| 1Y | -5.7% | +32.9% | -38.6% | -10.7% |
| 3Y | +1.6% | +129.7% | -128.1% | -12.5% |
| All | +13.4% | +87.5% | -74.2% | -1.2% |
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 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