+92.9%
VTR vs PR
+273.3%
-180.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | +0.2% | +6.0% | -5.8% | -0.3% |
| 30D | +5.5% | -4.2% | +9.7% | +5.7% |
| 3M | -0.9% | +10.0% | -10.9% | -1.9% |
| 6M | -0.4% | +15.6% | -16.0% | -1.9% |
| YTD | +17.0% | +68.2% | -51.2% | +11.2% |
| 1Y | +18.0% | +79.2% | -61.2% | +11.4% |
| 3Y | +127.4% | +94.9% | +32.5% | +109.3% |
| All | +92.9% | +273.3% | -180.4% | +59.0% |
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