+309.8%
PPL vs VNQ
+392.5%
-82.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +2.7% | -1.3% | +3.9% | +3.2% |
| 30D | +0.5% | -2.9% | +3.4% | +1.7% |
| 3M | +0.7% | +0.8% | -0.1% | +0.3% |
| 6M | -7.6% | +2.5% | -10.1% | -8.6% |
| YTD | +1.8% | +10.6% | -8.8% | -2.4% |
| 1Y | -0.8% | +9.1% | -9.8% | -4.4% |
| 3Y | +56.9% | +31.0% | +25.8% | +39.6% |
| 5Y | +39.5% | +4.9% | +34.6% | +35.3% |
| 10Y | +55.4% | +59.5% | -4.1% | +28.8% |
| All | +309.8% | +392.5% | -82.8% | +108.2% |
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