+84.5%
VTR vs PNR
-21.7%
+106.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.3% | -6.0% | +5.7% | +1.3% |
| 30D | +1.1% | -14.0% | +15.1% | +5.1% |
| 3M | +7.9% | -21.7% | +29.6% | +14.3% |
| 6M | +6.2% | -37.3% | +43.4% | +19.3% |
| YTD | +17.7% | -45.1% | +62.9% | +37.3% |
| 1Y | +32.9% | -49.1% | +82.0% | +58.8% |
| 3Y | +129.7% | -14.8% | +144.5% | +117.7% |
| All | +84.5% | -21.7% | +106.2% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling