+327.9%
PBR vs VYM
+484.2%
-156.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.0% |
| 7D | +4.2% | -1.9% | +6.1% | +7.2% |
| 30D | +22.7% | -2.6% | +25.3% | +27.6% |
| 3M | +21.5% | +3.6% | +17.9% | +14.5% |
| 6M | +24.0% | +8.7% | +15.3% | +7.8% |
| YTD | +88.2% | +14.1% | +74.1% | +51.3% |
| 1Y | +74.8% | +17.8% | +57.0% | +33.2% |
| 3Y | +105.1% | +64.5% | +40.6% | -9.7% |
| 5Y | +572.2% | +77.5% | +494.7% | +152.4% |
| 10Y | +692.7% | +206.1% | +486.6% | +34.4% |
| All | +327.9% | +484.2% | -156.3% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling