+40.4%
PL vs VYM
+87.1%
-46.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.2% |
| 7D | +22.3% | +3.3% | +18.9% | +15.4% |
| 30D | -8.3% | +3.8% | -12.1% | -14.1% |
| 3M | -43.3% | -0.4% | -42.9% | -42.6% |
| 6M | -65.8% | +7.1% | -72.9% | -69.4% |
| YTD | -29.5% | +17.1% | -46.6% | -46.1% |
| 1Y | +11.7% | +18.4% | -6.7% | -15.9% |
| 3Y | +540.6% | +74.5% | +466.0% | +189.6% |
| 5Y | +32.9% | +72.5% | -39.6% | -36.3% |
| All | +40.4% | +87.1% | -46.7% | -33.0% |
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