+2,269.9%
PH vs VYM
+493.5%
+1,776.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -10.8% | -1.3% | -9.5% | -9.2% |
| 3M | +8.5% | +4.1% | +4.4% | +2.9% |
| 6M | +3.9% | +9.8% | -5.9% | -8.3% |
| YTD | +9.4% | +15.3% | -5.9% | -9.5% |
| 1Y | +26.8% | +20.0% | +6.8% | -0.6% |
| 3Y | +140.8% | +66.2% | +74.6% | +25.2% |
| 5Y | +253.8% | +77.5% | +176.3% | +71.7% |
| 10Y | +792.3% | +203.4% | +588.9% | +135.0% |
| All | +2,269.9% | +493.5% | +1,776.4% | +197.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling