+120.2%
VTR vs PR
+169.5%
-49.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | -2.4% | +18.0% | -20.5% | -4.2% |
| 3M | +14.8% | +16.9% | -2.1% | +12.7% |
| 6M | +5.3% | +28.2% | -22.9% | +2.2% |
| YTD | +18.1% | +69.3% | -51.2% | +11.2% |
| 1Y | +36.7% | +69.5% | -32.8% | +28.4% |
| 3Y | +130.1% | +81.7% | +48.4% | +111.1% |
| 5Y | +89.5% | +422.2% | -332.7% | +49.2% |
| 10Y | +87.4% | +110.4% | -23.0% | +1.0% |
| All | +120.2% | +169.5% | -49.3% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling