+116.1%
PG vs VYM
+209.2%
-93.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.3% |
| 30D | +0.8% | -2.2% | +3.1% | +2.3% |
| 3M | -1.3% | +3.1% | -4.4% | -3.2% |
| 6M | -3.8% | +9.7% | -13.5% | -9.3% |
| YTD | +3.6% | +14.9% | -11.3% | -5.2% |
| 1Y | -5.7% | +17.6% | -23.3% | -15.1% |
| 3Y | +1.6% | +65.3% | -63.7% | -27.7% |
| 5Y | +14.6% | +78.7% | -64.1% | -23.1% |
| All | +116.1% | +209.2% | -93.0% | -1.7% |
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