+36.8%
PPL vs VNQ
+5.0%
+31.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | 0.0% | -0.9% | +0.9% | +0.6% |
| 30D | -1.3% | -2.2% | +1.0% | +0.1% |
| 3M | -2.6% | -1.9% | -0.6% | -1.4% |
| 6M | -8.4% | +3.2% | -11.7% | -10.2% |
| YTD | +0.2% | +9.4% | -9.2% | -5.2% |
| 1Y | -0.2% | +7.5% | -7.8% | -4.7% |
| 3Y | +52.9% | +31.1% | +21.9% | +28.4% |
| 5Y | +36.8% | +6.6% | +30.3% | +27.1% |
| All | +36.8% | +5.0% | +31.9% | +27.1% |
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