+102.6%
PBR vs VYM
+65.1%
+37.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | +5.4% | -0.8% | +6.2% | +6.0% |
| 30D | +22.9% | -2.2% | +25.1% | +24.9% |
| 3M | +19.6% | +3.1% | +16.6% | +16.4% |
| 6M | +16.5% | +9.7% | +6.8% | +7.5% |
| YTD | +86.7% | +14.9% | +71.8% | +65.1% |
| 1Y | +74.7% | +17.6% | +57.1% | +51.1% |
| 3Y | +102.6% | +65.3% | +37.3% | +26.0% |
| All | +102.6% | +65.1% | +37.5% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling