+320.3%
PPL vs VNQ
+402.3%
-81.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | 0.0% | +2.2% | -2.2% | -0.9% |
| 30D | +4.3% | +7.1% | -2.8% | +1.3% |
| 3M | +2.9% | +0.8% | +2.1% | +2.5% |
| 6M | +1.1% | +2.2% | -1.1% | +0.1% |
| YTD | +4.5% | +12.8% | -8.4% | -0.8% |
| 1Y | +0.1% | +11.7% | -11.6% | -4.5% |
| 3Y | +55.7% | +44.5% | +11.2% | +33.1% |
| 5Y | +47.6% | +7.6% | +40.0% | +41.6% |
| 10Y | +66.8% | +85.2% | -18.3% | +31.4% |
| All | +320.3% | +402.3% | -81.9% | +111.7% |
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