+64.4%
PPL vs VTR
+119.4%
-55.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.2% | +3.2% | -4.4% | -2.3% |
| 30D | +4.2% | +9.1% | -4.8% | +1.2% |
| 3M | +1.5% | -3.6% | +5.1% | +2.5% |
| 6M | +1.0% | +3.8% | -2.7% | -0.7% |
| YTD | +4.4% | +17.8% | -13.4% | -1.8% |
| 1Y | +0.8% | +20.5% | -19.8% | -6.0% |
| 3Y | +56.5% | +132.4% | -75.9% | +16.2% |
| 5Y | +47.7% | +99.9% | -52.2% | +13.4% |
| 10Y | +64.4% | +124.3% | -59.9% | +11.2% |
| All | +64.4% | +119.4% | -55.0% | +11.2% |
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 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