+44.8%
VNQ vs PR
+95.8%
-51.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | +0.8% | +6.0% | -5.2% | +0.2% |
| 30D | +6.8% | -4.2% | +11.0% | +7.1% |
| 3M | -1.3% | +10.0% | -11.3% | -2.5% |
| 6M | +2.4% | +15.6% | -13.2% | +0.3% |
| YTD | +12.1% | +68.2% | -56.1% | +3.6% |
| 1Y | +12.0% | +79.2% | -67.2% | +2.5% |
| 3Y | +44.8% | +94.9% | -50.1% | +24.0% |
| All | +44.8% | +95.8% | -51.0% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling