+39.4%
PPL vs VTR
+86.5%
-47.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.7% |
| 7D | +2.7% | -1.7% | +4.3% | +3.3% |
| 30D | +0.5% | -2.4% | +2.9% | +1.2% |
| 3M | +0.7% | +14.8% | -14.1% | -4.6% |
| 6M | -7.6% | +5.3% | -12.9% | -9.8% |
| YTD | +1.8% | +18.1% | -16.3% | -4.7% |
| 1Y | -0.8% | +36.7% | -37.5% | -12.0% |
| 3Y | +56.9% | +130.1% | -73.2% | +14.5% |
| All | +39.4% | +86.5% | -47.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling