+97.3%
VTR vs PCOR
-9.0%
+106.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.7% |
| 7D | +3.2% | +22.2% | -19.0% | +1.4% |
| 30D | +9.1% | +36.0% | -26.9% | +6.3% |
| 3M | -3.6% | +34.0% | -37.6% | -6.1% |
| 6M | +3.8% | +43.5% | -39.7% | +0.1% |
| YTD | +17.8% | +5.1% | +12.7% | +16.6% |
| 1Y | +20.5% | -3.9% | +24.5% | +20.5% |
| 3Y | +132.4% | +52.9% | +79.5% | +114.1% |
| 5Y | +99.9% | -18.7% | +118.5% | +83.7% |
| All | +97.3% | -9.0% | +106.2% | +81.6% |
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