+123.4%
PM vs VTR
+131.3%
-7.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -1.2% | -2.9% | +1.7% | -0.2% |
| 30D | -0.2% | -2.8% | +2.6% | +0.7% |
| 3M | +4.9% | +9.0% | -4.1% | +2.0% |
| 6M | +9.0% | +5.0% | +4.1% | +7.1% |
| YTD | +17.8% | +16.9% | +0.9% | +12.0% |
| 1Y | +16.8% | +34.3% | -17.5% | +6.3% |
| All | +123.4% | +131.3% | -7.9% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling