+196.2%
PAAS vs VYM
+205.6%
-9.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -8.9% | +3.7% | -12.6% | -11.2% |
| 30D | -11.4% | +3.7% | -15.1% | -13.6% |
| 3M | -20.4% | -0.7% | -19.7% | -20.0% |
| 6M | -40.7% | +7.2% | -47.9% | -43.2% |
| YTD | -26.9% | +16.9% | -43.9% | -33.7% |
| 1Y | -3.1% | +19.6% | -22.7% | -13.2% |
| 3Y | +199.3% | +74.6% | +124.7% | +114.2% |
| 5Y | +48.3% | +72.3% | -24.0% | +7.5% |
| All | +196.2% | +205.6% | -9.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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