+87.6%
VTR vs PR
+101.2%
-13.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.6% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -3.7% | +17.4% | -21.1% | -5.4% |
| 3M | +13.5% | +21.8% | -8.2% | +11.0% |
| 6M | +7.2% | +27.6% | -20.4% | +4.1% |
| YTD | +17.6% | +71.4% | -53.9% | +10.5% |
| 1Y | +35.4% | +78.3% | -42.9% | +26.5% |
| 3Y | +132.8% | +85.5% | +47.4% | +113.1% |
| 5Y | +88.7% | +422.7% | -334.0% | +48.3% |
| 10Y | +87.6% | +87.1% | +0.5% | +2.3% |
| All | +87.6% | +101.2% | -13.6% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling