+386.3%
VNQ vs PNR
+266.8%
+119.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -1.3% | -6.0% | +4.8% | +1.9% |
| 30D | -2.6% | -14.0% | +11.4% | +5.2% |
| 3M | -2.0% | -21.7% | +19.7% | +9.5% |
| 6M | +4.3% | -37.3% | +41.6% | +29.9% |
| YTD | +9.2% | -45.1% | +54.4% | +44.9% |
| 1Y | +5.6% | -49.1% | +54.7% | +45.6% |
| 3Y | +30.8% | -14.8% | +45.7% | +32.2% |
| 5Y | +8.0% | -21.0% | +29.0% | +10.2% |
| 10Y | +63.7% | +64.7% | -1.0% | +0.5% |
| All | +386.3% | +266.8% | +119.5% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling