+6,670.4%
PH vs VTR
+1,499.7%
+5,170.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | -3.2% | -2.4% | -0.8% | -2.7% |
| 3M | +10.6% | +14.8% | -4.2% | +6.0% |
| 6M | -2.1% | +5.3% | -7.5% | -4.0% |
| YTD | +10.2% | +18.1% | -7.9% | +4.7% |
| 1Y | +28.2% | +36.7% | -8.5% | +16.8% |
| 3Y | +134.9% | +130.1% | +4.8% | +83.6% |
| 5Y | +253.6% | +89.5% | +164.1% | +189.1% |
| 10Y | +804.7% | +87.4% | +717.4% | +587.2% |
| All | +6,670.4% | +1,499.7% | +5,170.6% | +3,248.2% |
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