+60.6%
VNQ vs PR
+87.0%
-26.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | -2.3% | +10.4% | -12.8% | -2.9% |
| 3M | -2.8% | +21.1% | -23.9% | -3.9% |
| 6M | +2.5% | +28.8% | -26.3% | +0.9% |
| YTD | +8.4% | +71.8% | -63.3% | +5.0% |
| 1Y | +6.8% | +73.3% | -66.5% | +3.2% |
| 3Y | +29.9% | +85.9% | -56.0% | +24.4% |
| 5Y | +7.2% | +421.8% | -414.6% | -3.3% |
| All | +60.6% | +87.0% | -26.4% | +43.2% |
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