+96.3%
VTR vs PNR
+66.2%
+30.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.3% | -6.0% | +5.7% | +2.4% |
| 30D | +1.1% | -14.0% | +15.1% | +7.8% |
| 3M | +7.9% | -21.7% | +29.6% | +18.4% |
| 6M | +6.2% | -37.3% | +43.4% | +27.7% |
| YTD | +17.7% | -45.1% | +62.9% | +49.6% |
| 1Y | +32.9% | -49.1% | +82.0% | +74.6% |
| 3Y | +129.7% | -14.8% | +144.5% | +120.9% |
| 5Y | +89.3% | -21.0% | +110.3% | +84.2% |
| All | +96.3% | +66.2% | +30.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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