+21.8%
VTR vs PR
+67.7%
-45.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +1.0% |
| 7D | +3.8% | -9.5% | +13.3% | +3.6% |
| 30D | +10.1% | -5.7% | +15.8% | +9.8% |
| 3M | -1.2% | +3.0% | -4.1% | -1.2% |
| 6M | +4.8% | +11.8% | -7.0% | +4.7% |
| YTD | +18.9% | +58.5% | -39.6% | +18.0% |
| 1Y | +21.8% | +69.9% | -48.0% | +19.7% |
| All | +21.8% | +67.7% | -45.9% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling