+18.2%
VNQ vs PL
+75.7%
-57.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | -0.9% | -13.9% | +13.0% | -0.1% |
| 30D | -2.2% | -25.5% | +23.2% | -0.6% |
| 3M | -1.9% | -44.8% | +42.8% | +1.1% |
| 6M | +3.2% | -33.3% | +36.6% | +3.7% |
| YTD | +9.4% | -12.7% | +22.1% | +7.3% |
| 1Y | +7.5% | +90.9% | -83.4% | -1.5% |
| 3Y | +31.1% | +528.5% | -497.4% | +1.0% |
| 5Y | +6.6% | +72.7% | -66.2% | -13.7% |
| All | +18.2% | +75.7% | -57.6% | -4.2% |
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