+96.3%
VTR vs PPG
+26.9%
+69.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -0.3% | -6.2% | +5.9% | +2.9% |
| 30D | +1.1% | -7.9% | +9.0% | +5.2% |
| 3M | +7.9% | -10.2% | +18.1% | +12.9% |
| 6M | +6.2% | +2.7% | +3.5% | +2.4% |
| YTD | +17.7% | +4.9% | +12.8% | +11.3% |
| 1Y | +32.9% | -3.2% | +36.1% | +30.6% |
| 3Y | +129.7% | -17.0% | +146.7% | +139.2% |
| 5Y | +89.3% | -23.3% | +112.6% | +99.7% |
| All | +96.3% | +26.9% | +69.4% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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