+40.8%
VNQ vs PL
+455.3%
-414.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.4% | -10.9% | -0.9% |
| 7D | +1.9% | -6.8% | +8.7% | +2.1% |
| 30D | +7.9% | -29.3% | +37.2% | +9.2% |
| 3M | -1.5% | -44.8% | +43.3% | +0.5% |
| 6M | +0.3% | -68.4% | +68.7% | +4.2% |
| YTD | +11.3% | -36.4% | +47.6% | +10.6% |
| 1Y | +11.8% | +0.7% | +11.1% | +7.8% |
| 3Y | +40.8% | +455.3% | -414.5% | +9.7% |
| All | +40.8% | +455.3% | -414.5% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling