+773.5%
PM vs VYM
+543.7%
+229.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -2.6% | -1.3% | -1.3% | -1.7% |
| 3M | +5.8% | +4.1% | +1.7% | +2.8% |
| 6M | +10.6% | +9.8% | +0.8% | +3.3% |
| YTD | +17.2% | +15.3% | +1.8% | +5.7% |
| 1Y | +17.6% | +20.0% | -2.4% | +2.9% |
| 3Y | +124.3% | +66.2% | +58.0% | +52.4% |
| 5Y | +125.1% | +77.5% | +47.5% | +45.0% |
| 10Y | +198.6% | +201.7% | -3.1% | +31.3% |
| All | +773.5% | +543.7% | +229.8% | +141.1% |
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