+14.1%
VNQ vs PNR
-31.2%
+45.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.8% |
| 7D | +6.8% | +11.9% | -5.1% | +5.3% |
| 30D | +10.0% | +37.1% | -27.2% | +5.6% |
| 3M | 0.0% | +5.7% | -5.7% | -0.6% |
| 6M | +4.5% | -5.7% | +10.2% | +5.2% |
| YTD | +13.9% | -29.8% | +43.7% | +19.3% |
| 1Y | +14.1% | -31.8% | +45.9% | +20.6% |
| All | +14.1% | -31.2% | +45.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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