+422.7%
PR vs VYM
+77.8%
+344.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.8% |
| 30D | +17.4% | -1.3% | +18.6% | +19.7% |
| 3M | +21.8% | +4.1% | +17.7% | +13.0% |
| 6M | +27.6% | +9.8% | +17.8% | +7.0% |
| YTD | +71.4% | +15.3% | +56.1% | +31.5% |
| 1Y | +78.3% | +20.0% | +58.3% | +27.0% |
| 3Y | +85.5% | +66.2% | +19.2% | -27.5% |
| 5Y | +422.7% | +77.5% | +345.1% | +87.0% |
| All | +422.7% | +77.8% | +344.8% | +87.0% |
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 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