+73.2%
PR vs VYM
+66.1%
+7.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.5% |
| 7D | -16.4% | -2.8% | -13.6% | -13.3% |
| 30D | -1.9% | +1.0% | -2.9% | -3.5% |
| 3M | +8.0% | -2.9% | +10.9% | +11.8% |
| 6M | +4.1% | +2.6% | +1.5% | -0.6% |
| YTD | +58.7% | +12.8% | +45.9% | +30.0% |
| 1Y | +75.8% | +16.8% | +59.1% | +36.0% |
| 3Y | +73.2% | +66.9% | +6.3% | -25.5% |
| All | +73.2% | +66.1% | +7.1% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling