+37.7%
PPL vs VYM
+77.8%
-40.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -1.1% | -1.3% | +0.2% | -0.2% |
| 3M | 0.0% | +4.1% | -4.0% | -2.7% |
| 6M | -7.6% | +9.8% | -17.4% | -13.6% |
| YTD | +1.7% | +15.3% | -13.6% | -8.4% |
| 1Y | +1.5% | +20.0% | -18.5% | -11.3% |
| 3Y | +55.3% | +66.2% | -11.0% | +2.9% |
| 5Y | +37.7% | +77.5% | -39.8% | -13.7% |
| All | +37.7% | +77.8% | -40.1% | -13.7% |
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