+43.8%
VNQ vs PR
+88.0%
-44.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | +1.9% | -16.4% | +18.3% | +3.6% |
| 30D | +7.9% | -1.9% | +9.8% | +7.9% |
| 3M | -1.5% | +8.0% | -9.5% | -2.7% |
| 6M | +0.3% | +4.1% | -3.8% | -0.6% |
| YTD | +11.3% | +58.7% | -47.4% | +3.4% |
| 1Y | +11.8% | +75.8% | -64.0% | +2.3% |
| All | +43.8% | +88.0% | -44.2% | +23.1% |
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