+82.5%
VNQ vs PR
+66.7%
+15.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +2.4% | -12.4% | +14.7% | +3.1% |
| 30D | +7.3% | -6.6% | +13.9% | +7.7% |
| 3M | -0.3% | +7.5% | -7.8% | -0.8% |
| 6M | +2.5% | +10.8% | -8.3% | +1.7% |
| YTD | +13.1% | +57.0% | -43.9% | +9.9% |
| 1Y | +11.9% | +67.9% | -56.0% | +8.3% |
| 3Y | +46.2% | +87.6% | -41.4% | +39.8% |
| 5Y | +7.4% | +220.4% | -213.0% | -1.2% |
| 10Y | +82.5% | +64.8% | +17.7% | +60.5% |
| All | +82.5% | +66.7% | +15.8% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling