+162.5%
PPL vs VYM
+492.8%
-330.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +0.5% | -0.5% | +1.0% | +0.9% |
| 3M | +0.7% | +3.0% | -2.4% | -1.7% |
| 6M | -7.6% | +8.2% | -15.8% | -13.3% |
| YTD | +1.8% | +15.8% | -14.0% | -9.4% |
| 1Y | -0.8% | +20.8% | -21.6% | -14.7% |
| 3Y | +56.9% | +65.3% | -8.4% | +4.6% |
| 5Y | +39.5% | +76.6% | -37.1% | -11.9% |
| 10Y | +55.4% | +203.9% | -148.5% | -34.9% |
| All | +162.5% | +492.8% | -330.4% | -30.2% |
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