+3,371.5%
PH vs VNQ
+387.0%
+2,984.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | 0.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | -10.3% | -2.2% | -8.1% | -9.0% |
| 3M | +5.1% | -1.9% | +7.0% | +6.0% |
| 6M | +2.3% | +3.2% | -1.0% | 0.0% |
| YTD | +8.7% | +9.4% | -0.7% | +2.5% |
| 1Y | +26.8% | +7.5% | +19.2% | +20.8% |
| 3Y | +139.2% | +31.1% | +108.1% | +101.1% |
| 5Y | +251.1% | +6.6% | +244.6% | +235.9% |
| 10Y | +812.6% | +63.9% | +748.6% | +587.9% |
| All | +3,371.5% | +387.0% | +2,984.5% | +1,291.6% |
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