+79.0%
PL vs VYM
+77.8%
+1.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -0.9% |
| 7D | -7.5% | +0.1% | -7.7% | -7.8% |
| 30D | -25.6% | -1.3% | -24.3% | -23.7% |
| 3M | -45.6% | +4.1% | -49.7% | -49.7% |
| 6M | -29.5% | +9.8% | -39.3% | -40.2% |
| YTD | -9.7% | +15.3% | -25.0% | -30.3% |
| 1Y | +84.4% | +20.0% | +64.4% | +33.4% |
| 3Y | +550.0% | +66.2% | +483.8% | +198.6% |
| 5Y | +79.0% | +77.5% | +1.5% | -16.5% |
| All | +79.0% | +77.8% | +1.2% | -16.5% |
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