+131.5%
PM vs VNQ
+5.5%
+125.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.6% |
| 7D | +1.9% | -2.6% | +4.6% | +3.1% |
| 30D | +1.9% | -2.3% | +4.3% | +3.0% |
| 3M | +4.6% | -2.8% | +7.4% | +6.0% |
| 6M | +11.7% | +2.5% | +9.2% | +10.6% |
| YTD | +20.4% | +8.4% | +11.9% | +16.4% |
| 1Y | +19.0% | +6.8% | +12.2% | +15.7% |
| 3Y | +130.4% | +29.9% | +100.4% | +104.6% |
| 5Y | +131.5% | +7.2% | +124.3% | +117.4% |
| All | +131.5% | +5.5% | +125.9% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling