+21.1%
VNQ vs PL
+41.8%
-20.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.4% |
| 7D | +0.2% | +22.3% | -22.0% | -1.0% |
| 30D | +5.8% | -8.3% | +14.1% | +6.1% |
| 3M | 0.0% | -43.3% | +43.2% | +2.9% |
| 6M | +1.5% | -65.8% | +67.3% | +6.9% |
| YTD | +12.1% | -29.5% | +41.6% | +11.0% |
| 1Y | +10.6% | +11.7% | -1.2% | +5.2% |
| 3Y | +43.5% | +540.6% | -497.0% | +9.4% |
| 5Y | +6.8% | +32.9% | -26.1% | -12.4% |
| All | +21.1% | +41.8% | -20.8% | -0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling