+1,112.1%
PSX vs VTR
+163.8%
+948.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | +4.5% | -1.7% | +6.2% | +5.2% |
| 30D | +26.6% | -2.4% | +29.1% | +27.5% |
| 3M | +39.3% | +14.8% | +24.5% | +31.4% |
| 6M | +56.8% | +5.3% | +51.5% | +52.1% |
| YTD | +101.8% | +18.1% | +83.7% | +87.1% |
| 1Y | +99.6% | +36.7% | +62.9% | +74.1% |
| 3Y | +140.3% | +130.1% | +10.3% | +66.4% |
| 5Y | +339.3% | +89.5% | +249.8% | +221.3% |
| 10Y | +369.9% | +87.4% | +282.5% | +187.2% |
| All | +1,112.1% | +163.8% | +948.3% | +540.7% |
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 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