+69.6%
PBR vs VYM
+21.4%
+48.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | +12.8% | -0.5% | +13.3% | +12.9% |
| 3M | +14.7% | +3.0% | +11.7% | +13.4% |
| 6M | +25.2% | +8.2% | +17.0% | +21.9% |
| YTD | +77.1% | +15.8% | +61.3% | +65.6% |
| 1Y | +69.6% | +20.8% | +48.7% | +51.0% |
| All | +69.6% | +21.4% | +48.1% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling