+96.9%
VTR vs PCOR
-33.1%
+130.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | -0.2% |
| 7D | -2.4% | -6.9% | +4.5% | -1.8% |
| 30D | -3.7% | -1.5% | -2.2% | -3.7% |
| 3M | +13.5% | +18.5% | -5.0% | +11.5% |
| 6M | +7.2% | -4.7% | +11.9% | +6.9% |
| YTD | +17.6% | -22.8% | +40.3% | +19.6% |
| 1Y | +35.4% | -20.7% | +56.1% | +36.9% |
| 3Y | +132.8% | -14.6% | +147.4% | +127.7% |
| 5Y | +88.7% | -40.7% | +129.4% | +78.6% |
| All | +96.9% | -33.1% | +130.0% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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