+208.8%
PM vs VTR
+100.2%
+108.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | +1.9% | -1.8% | +3.7% | +2.4% |
| 30D | +1.9% | +4.0% | -2.1% | +0.9% |
| 3M | +4.6% | +7.8% | -3.3% | +2.5% |
| 6M | +11.7% | +6.4% | +5.3% | +9.7% |
| YTD | +20.4% | +18.3% | +2.0% | +15.0% |
| 1Y | +19.0% | +33.9% | -15.0% | +9.9% |
| 3Y | +130.4% | +134.3% | -3.9% | +83.2% |
| 5Y | +131.5% | +90.3% | +41.2% | +91.0% |
| All | +208.8% | +100.2% | +108.7% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling