+99.6%
PSX vs VTR
+36.9%
+62.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | -0.1% |
| 7D | +4.5% | -1.7% | +6.2% | +4.3% |
| 30D | +26.6% | -2.4% | +29.1% | +26.2% |
| 3M | +39.3% | +14.8% | +24.5% | +42.7% |
| 6M | +56.8% | +5.3% | +51.5% | +58.2% |
| YTD | +101.8% | +18.1% | +83.7% | +108.5% |
| 1Y | +99.6% | +36.7% | +62.9% | +110.6% |
| All | +99.6% | +36.9% | +62.7% | +110.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling