+584.3%
PL vs VYM
+71.9%
+512.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.3% | +12.2% | +8.6% |
| 7D | +10.9% | -0.7% | +11.6% | +13.3% |
| 30D | -16.4% | +2.5% | -18.9% | -21.3% |
| 3M | -39.9% | -1.2% | -38.7% | -37.8% |
| 6M | -63.2% | +5.9% | -69.1% | -67.7% |
| YTD | -27.1% | +15.4% | -42.5% | -48.7% |
| 1Y | +12.2% | +18.8% | -6.7% | -26.7% |
| 3Y | +584.3% | +73.8% | +510.5% | +62.3% |
| All | +584.3% | +71.9% | +512.4% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling