+84.5%
PR vs VYM
+205.6%
-121.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.4% |
| 7D | +6.0% | +3.7% | +2.3% | +0.8% |
| 30D | -4.2% | +3.7% | -7.9% | -9.1% |
| 3M | +10.0% | -0.7% | +10.7% | +10.6% |
| 6M | +15.6% | +7.2% | +8.4% | +4.0% |
| YTD | +68.2% | +16.9% | +51.2% | +33.1% |
| 1Y | +79.2% | +19.6% | +59.6% | +37.2% |
| 3Y | +94.9% | +74.6% | +20.3% | -10.2% |
| 5Y | +272.8% | +72.3% | +200.4% | +83.5% |
| All | +84.5% | +205.6% | -121.2% | -7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling