+1,158.7%
PSX vs VTR
+161.4%
+997.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +7.8% | +0.2% | +7.6% | +7.7% |
| 30D | -10.9% | +5.5% | -16.4% | -12.8% |
| 3M | +14.5% | -0.9% | +15.4% | +14.6% |
| 6M | +56.1% | -0.4% | +56.5% | +54.9% |
| YTD | +109.6% | +17.0% | +92.6% | +94.5% |
| 1Y | +95.5% | +18.0% | +77.6% | +80.7% |
| 3Y | +156.2% | +127.4% | +28.8% | +78.3% |
| 5Y | +310.0% | +92.3% | +217.7% | +197.8% |
| 10Y | +368.0% | +129.6% | +238.5% | +174.5% |
| All | +1,158.7% | +161.4% | +997.3% | +566.0% |
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