+44.1%
PL vs VYM
+85.2%
-41.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.5% |
| 7D | +5.6% | +0.1% | +5.5% | +5.9% |
| 30D | -16.9% | +3.0% | -19.9% | -21.0% |
| 3M | -38.2% | -1.0% | -37.2% | -36.7% |
| 6M | -63.4% | +6.4% | -69.8% | -66.9% |
| YTD | -27.6% | +15.9% | -43.5% | -43.6% |
| 1Y | +6.6% | +18.7% | -12.2% | -20.2% |
| 3Y | +557.6% | +72.8% | +484.8% | +203.0% |
| 5Y | +39.5% | +71.2% | -31.8% | -31.9% |
| All | +44.1% | +85.2% | -41.1% | -29.9% |
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