+319.8%
PPL vs VNQ
+399.1%
-79.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.4% | +0.8% | -1.1% | -0.7% |
| 30D | +2.6% | +6.8% | -4.1% | -0.2% |
| 3M | +0.8% | -1.3% | +2.1% | +1.3% |
| 6M | +1.4% | +2.4% | -1.0% | +0.4% |
| YTD | +4.3% | +12.1% | -7.8% | -0.7% |
| 1Y | +0.8% | +12.0% | -11.2% | -4.0% |
| 3Y | +57.9% | +44.8% | +13.1% | +34.9% |
| 5Y | +48.3% | +6.9% | +41.5% | +42.7% |
| 10Y | +66.4% | +82.9% | -16.5% | +31.7% |
| All | +319.8% | +399.1% | -79.4% | +112.0% |
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