+19.5%
VNQ vs PL
+84.9%
-65.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.3% | -9.3% | +8.1% | -0.7% |
| 30D | -2.9% | -18.9% | +16.0% | -1.8% |
| 3M | +0.8% | -58.4% | +59.2% | +5.5% |
| 6M | +2.5% | -30.3% | +32.8% | +2.7% |
| YTD | +10.6% | -8.1% | +18.7% | +8.2% |
| 1Y | +9.1% | +180.5% | -171.4% | -3.7% |
| 3Y | +31.0% | +444.1% | -413.1% | +2.4% |
| 5Y | +4.9% | +83.0% | -78.1% | -15.3% |
| All | +19.5% | +84.9% | -65.4% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling