+86.2%
PR vs VYM
+202.0%
-115.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -0.8% | -1.0% | +0.1% | +0.5% |
| 30D | +11.3% | -2.0% | +13.3% | +14.2% |
| 3M | +24.1% | +3.1% | +21.0% | +18.4% |
| 6M | +25.4% | +8.9% | +16.5% | +10.1% |
| YTD | +71.2% | +14.7% | +56.5% | +39.8% |
| 1Y | +78.6% | +19.4% | +59.2% | +37.7% |
| 3Y | +85.2% | +65.4% | +19.9% | -7.0% |
| 5Y | +419.0% | +77.6% | +341.4% | +150.8% |
| 10Y | +86.2% | +207.8% | -121.5% | -4.0% |
| All | +86.2% | +202.0% | -115.8% | -4.0% |
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