+5.6%
VNQ vs PR
+222.5%
-216.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.7% |
| 7D | +1.9% | -16.4% | +18.3% | +3.9% |
| 30D | +7.9% | -1.9% | +9.8% | +8.0% |
| 3M | -1.5% | +8.0% | -9.5% | -2.7% |
| 6M | +0.3% | +4.1% | -3.8% | -0.7% |
| YTD | +11.3% | +58.7% | -47.4% | +4.0% |
| 1Y | +11.8% | +75.8% | -64.0% | +3.1% |
| 3Y | +40.8% | +73.2% | -32.3% | +27.7% |
| All | +5.6% | +222.5% | -216.9% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling