+39.5%
PL vs VYM
+86.9%
-47.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.4% |
| 7D | +10.0% | +3.7% | +6.4% | +3.3% |
| 30D | -2.3% | +3.7% | -5.9% | -8.3% |
| 3M | -44.2% | -0.7% | -43.5% | -43.2% |
| 6M | -66.1% | +7.2% | -73.3% | -69.7% |
| YTD | -30.0% | +16.9% | -46.9% | -46.3% |
| 1Y | +21.0% | +19.6% | +1.4% | -10.7% |
| 3Y | +516.5% | +74.6% | +441.9% | +178.9% |
| 5Y | +32.0% | +72.3% | -40.3% | -36.6% |
| All | +39.5% | +86.9% | -47.4% | -33.3% |
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