+14.1%
VNQ vs PL
-0.6%
+14.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.4% | +9.5% | +3.1% |
| 7D | +6.8% | -11.7% | +18.5% | +6.8% |
| 30D | +10.0% | -27.1% | +37.1% | +9.9% |
| 3M | 0.0% | -44.6% | +44.6% | -0.2% |
| 6M | +4.5% | -67.2% | +71.7% | +4.4% |
| YTD | +13.9% | -35.9% | +49.8% | +13.3% |
| 1Y | +14.1% | -0.4% | +14.4% | +12.4% |
| All | +14.1% | -0.6% | +14.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling