+83.0%
PL vs VYM
+85.1%
-2.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.5% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -18.9% | -0.5% | -18.4% | -18.1% |
| 3M | -58.4% | +3.0% | -61.4% | -60.3% |
| 6M | -30.3% | +8.2% | -38.5% | -38.8% |
| YTD | -8.1% | +15.8% | -23.9% | -28.6% |
| 1Y | +180.5% | +20.8% | +159.7% | +104.0% |
| 3Y | +444.1% | +65.3% | +378.9% | +164.2% |
| 5Y | +83.0% | +76.6% | +6.4% | -11.0% |
| All | +83.0% | +85.1% | -2.0% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling