+250.3%
PH vs VYM
+75.8%
+174.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | -3.1% | -1.9% | -1.3% | -0.4% |
| 30D | -11.8% | -2.6% | -9.2% | -8.2% |
| 3M | +6.9% | +3.6% | +3.3% | +1.5% |
| 6M | -1.3% | +8.7% | -9.9% | -12.9% |
| YTD | +7.0% | +14.1% | -7.2% | -12.3% |
| 1Y | +23.1% | +17.8% | +5.3% | -3.8% |
| 3Y | +135.4% | +64.5% | +70.9% | +14.9% |
| 5Y | +250.3% | +77.5% | +172.8% | +53.8% |
| All | +250.3% | +75.8% | +174.6% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling