+378.1%
PSX vs VNQ
+64.0%
+314.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | -0.1% |
| 7D | +1.7% | -1.3% | +3.0% | +2.6% |
| 30D | +15.6% | -2.6% | +18.2% | +17.7% |
| 3M | +46.5% | -2.0% | +48.5% | +48.2% |
| 6M | +55.0% | +4.3% | +50.7% | +48.7% |
| YTD | +105.3% | +9.2% | +96.1% | +90.1% |
| 1Y | +101.6% | +5.6% | +96.0% | +91.1% |
| 3Y | +134.1% | +30.8% | +103.3% | +86.5% |
| 5Y | +368.7% | +8.0% | +360.7% | +323.8% |
| All | +378.1% | +64.0% | +314.1% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling