+95.6%
VTR vs PCOR
-10.3%
+106.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | +4.7% | +22.7% | -18.1% | +2.8% |
| 30D | +10.9% | +37.5% | -26.6% | +7.9% |
| 3M | -3.2% | +35.2% | -38.4% | -5.9% |
| 6M | +3.7% | +42.2% | -38.6% | 0.0% |
| YTD | +16.8% | +3.6% | +13.2% | +15.8% |
| 1Y | +21.3% | -4.8% | +26.1% | +21.4% |
| 3Y | +119.0% | +48.3% | +70.7% | +102.4% |
| 5Y | +94.0% | -20.1% | +114.0% | +78.5% |
| All | +95.6% | -10.3% | +106.0% | +80.3% |
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