+32.8%
PFE vs VNQ
+64.0%
-31.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.1% |
| 7D | -2.6% | -1.3% | -1.3% | -2.0% |
| 30D | +5.4% | -2.6% | +7.9% | +6.6% |
| 3M | +7.8% | -2.0% | +9.8% | +8.7% |
| 6M | +5.0% | +4.3% | +0.7% | +2.9% |
| YTD | +17.1% | +9.2% | +7.8% | +12.4% |
| 1Y | +19.3% | +5.6% | +13.7% | +16.3% |
| 3Y | -0.9% | +30.8% | -31.8% | -12.4% |
| 5Y | -20.8% | +8.0% | -28.8% | -24.9% |
| All | +32.8% | +64.0% | -31.2% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling