+73.7%
VNQ vs PR
+152.6%
-78.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +1.9% | -16.4% | +18.3% | +2.8% |
| 30D | +7.9% | -1.9% | +9.8% | +8.0% |
| 3M | -1.5% | +8.0% | -9.5% | -2.0% |
| 6M | +0.3% | +4.1% | -3.8% | -0.1% |
| YTD | +11.3% | +58.7% | -47.4% | +8.1% |
| 1Y | +11.8% | +75.8% | -64.0% | +8.0% |
| 3Y | +40.8% | +73.2% | -32.3% | +35.3% |
| 5Y | +5.7% | +230.1% | -224.4% | -2.7% |
| 10Y | +80.9% | +67.4% | +13.5% | +57.9% |
| All | +73.7% | +152.6% | -78.8% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling