+14.1%
VNQ vs PR
+87.5%
-73.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.5% | +9.7% | +2.9% |
| 7D | +6.8% | -12.1% | +18.9% | +6.4% |
| 30D | +10.0% | +0.9% | +9.1% | +9.8% |
| 3M | 0.0% | +10.1% | -10.2% | +0.1% |
| 6M | +4.5% | +1.1% | +3.4% | +4.6% |
| YTD | +13.9% | +63.7% | -49.7% | +8.7% |
| 1Y | +14.1% | +87.0% | -73.0% | +6.8% |
| All | +14.1% | +87.5% | -73.4% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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