-31.8%
VTRS vs PR
+65.1%
-96.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.7% |
| 7D | +10.2% | -9.5% | +19.7% | +11.3% |
| 30D | +18.2% | -5.7% | +23.9% | +18.8% |
| 3M | +29.0% | +3.0% | +26.1% | +28.3% |
| 6M | +23.2% | +11.8% | +11.4% | +21.2% |
| YTD | +71.4% | +58.5% | +12.9% | +61.6% |
| 1Y | +112.3% | +69.9% | +42.4% | +98.6% |
| 3Y | +157.1% | +84.9% | +72.2% | +135.7% |
| 5Y | +77.0% | +246.4% | -169.5% | +47.4% |
| 10Y | -31.8% | +70.3% | -102.1% | -40.1% |
| All | -31.8% | +65.1% | -96.9% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling