+99.4%
VTR vs PR
+225.0%
-125.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +4.7% | -16.4% | +21.1% | +6.0% |
| 30D | +10.9% | -1.9% | +12.8% | +10.9% |
| 3M | -3.2% | +8.0% | -11.2% | -4.0% |
| 6M | +3.7% | +4.1% | -0.4% | +3.0% |
| YTD | +16.8% | +58.7% | -41.9% | +11.7% |
| 1Y | +21.3% | +75.8% | -54.5% | +14.9% |
| 3Y | +119.0% | +73.2% | +45.9% | +104.3% |
| All | +99.4% | +225.0% | -125.6% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling