+2,521.4%
PWR vs VTR
+99.2%
+2,422.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | +4.2% | -0.3% | +4.5% | +4.3% |
| 30D | -4.0% | +1.1% | -5.1% | -4.4% |
| 3M | -4.8% | +7.9% | -12.7% | -7.6% |
| 6M | +14.6% | +6.2% | +8.5% | +11.5% |
| YTD | +54.2% | +17.7% | +36.5% | +45.6% |
| 1Y | +67.1% | +32.9% | +34.2% | +52.0% |
| 3Y | +218.5% | +129.7% | +88.8% | +141.6% |
| 5Y | +466.3% | +89.3% | +377.0% | +349.5% |
| All | +2,521.4% | +99.2% | +2,422.3% | +1,680.7% |
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 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