+773.5%
PM vs VNQ
+252.6%
+520.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | -2.6% | -2.5% | 0.0% | -1.7% |
| 3M | +5.8% | +1.4% | +4.4% | +5.4% |
| 6M | +10.6% | +4.6% | +6.0% | +8.9% |
| YTD | +17.2% | +10.5% | +6.6% | +13.2% |
| 1Y | +17.6% | +8.4% | +9.2% | +14.4% |
| 3Y | +124.3% | +32.4% | +91.8% | +102.2% |
| 5Y | +125.1% | +5.5% | +119.6% | +117.6% |
| 10Y | +198.6% | +59.1% | +139.5% | +150.4% |
| All | +773.5% | +252.6% | +520.9% | +495.3% |
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 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