+1,045.0%
PBR vs VNQ
+382.8%
+662.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.8% |
| 7D | +4.2% | -2.6% | +6.9% | +6.2% |
| 30D | +22.7% | -2.3% | +25.1% | +24.7% |
| 3M | +21.5% | -2.8% | +24.3% | +23.5% |
| 6M | +24.0% | +2.5% | +21.5% | +20.7% |
| YTD | +88.2% | +8.4% | +79.8% | +75.5% |
| 1Y | +74.8% | +6.8% | +68.1% | +64.6% |
| 3Y | +105.1% | +29.9% | +75.2% | +63.6% |
| 5Y | +572.2% | +7.2% | +565.0% | +500.4% |
| 10Y | +692.7% | +62.5% | +630.2% | +445.4% |
| All | +1,045.0% | +382.8% | +662.3% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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