+836.3%
PG vs VTR
+1,494.8%
-658.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +0.8% | +1.1% | -0.3% | +0.7% |
| 3M | -1.3% | +7.9% | -9.2% | -2.4% |
| 6M | -3.8% | +6.2% | -10.0% | -4.7% |
| YTD | +3.6% | +17.7% | -14.1% | +1.4% |
| 1Y | -5.7% | +32.9% | -38.6% | -9.2% |
| 3Y | +1.6% | +129.7% | -128.1% | -9.0% |
| 5Y | +14.6% | +89.3% | -74.7% | +4.3% |
| 10Y | +121.2% | +99.1% | +22.1% | +91.4% |
| All | +836.3% | +1,494.8% | -658.5% | +602.6% |
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