+1,465.5%
VTR vs PSA
+3,108.9%
-1,643.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +1.2% |
| 7D | -2.9% | -2.2% | -0.7% | -1.3% |
| 30D | -2.8% | -9.6% | +6.8% | +4.7% |
| 3M | +9.0% | -7.9% | +16.9% | +15.7% |
| 6M | +5.0% | -2.0% | +6.9% | +5.4% |
| YTD | +16.9% | +15.7% | +1.2% | +2.9% |
| 1Y | +34.3% | +5.8% | +28.5% | +25.6% |
| 3Y | +131.6% | +21.6% | +110.0% | +88.9% |
| 5Y | +88.0% | +13.1% | +74.9% | +56.3% |
| 10Y | +97.8% | +101.3% | -3.5% | +5.8% |
| All | +1,465.5% | +3,108.9% | -1,643.4% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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