+124.3%
VTR vs PR
+66.7%
+57.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +3.2% | -12.4% | +15.6% | +4.6% |
| 30D | +9.1% | -6.6% | +15.6% | +9.7% |
| 3M | -3.6% | +7.5% | -11.1% | -4.5% |
| 6M | +3.8% | +10.8% | -7.0% | +2.2% |
| YTD | +17.8% | +57.0% | -39.2% | +11.5% |
| 1Y | +20.5% | +67.9% | -47.4% | +13.2% |
| 3Y | +132.4% | +87.6% | +44.8% | +112.1% |
| 5Y | +99.9% | +220.4% | -120.5% | +65.8% |
| 10Y | +124.3% | +64.8% | +59.5% | +20.8% |
| All | +124.3% | +66.7% | +57.6% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling