+97.8%
VTR vs PCOR
-30.9%
+128.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.6% |
| 7D | -1.7% | -9.0% | +7.3% | -0.9% |
| 30D | -2.4% | +4.2% | -6.6% | -2.9% |
| 3M | +14.8% | +14.4% | +0.4% | +13.1% |
| 6M | +5.3% | +0.2% | +5.2% | +4.6% |
| YTD | +18.1% | -20.3% | +38.3% | +19.8% |
| 1Y | +36.7% | -16.1% | +52.8% | +37.5% |
| 3Y | +130.1% | -14.7% | +144.8% | +125.4% |
| 5Y | +89.5% | -43.2% | +132.7% | +79.2% |
| All | +97.8% | -30.9% | +128.7% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling