+763.1%
PM vs VTR
+324.4%
+438.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -4.9% | -1.7% | -3.2% | -4.5% |
| 30D | -3.4% | -2.4% | -0.9% | -2.9% |
| 3M | +5.2% | +14.8% | -9.6% | +1.7% |
| 6M | +3.7% | +5.3% | -1.6% | +2.3% |
| YTD | +15.8% | +18.1% | -2.3% | +11.0% |
| 1Y | +17.4% | +36.7% | -19.3% | +8.6% |
| 3Y | +116.9% | +130.1% | -13.2% | +76.4% |
| 5Y | +117.3% | +89.5% | +27.8% | +82.4% |
| 10Y | +193.8% | +87.4% | +106.4% | +127.3% |
| All | +763.1% | +324.4% | +438.8% | +442.0% |
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