+1,465.5%
VTR vs PNR
+851.8%
+613.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.2% |
| 7D | -2.9% | -3.9% | +1.0% | -1.4% |
| 30D | -2.8% | -13.8% | +11.0% | +3.0% |
| 3M | +9.0% | -22.5% | +31.6% | +19.2% |
| 6M | +5.0% | -37.2% | +42.1% | +24.0% |
| YTD | +16.9% | -44.2% | +61.1% | +44.1% |
| 1Y | +34.3% | -46.6% | +80.9% | +68.0% |
| 3Y | +131.6% | -12.5% | +144.1% | +128.3% |
| 5Y | +88.0% | -19.3% | +107.3% | +87.2% |
| 10Y | +97.8% | +67.5% | +30.3% | +42.4% |
| All | +1,465.5% | +851.8% | +613.7% | +415.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling