+159.2%
PR vs VYM
+225.8%
-66.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +1.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.3% |
| 30D | -4.6% | +3.6% | -8.2% | -9.3% |
| 3M | +4.7% | -0.1% | +4.8% | +4.4% |
| 6M | +12.4% | +7.1% | +5.3% | +1.5% |
| YTD | +62.9% | +17.0% | +45.9% | +29.6% |
| 1Y | +70.6% | +19.0% | +51.6% | +32.6% |
| 3Y | +90.0% | +74.4% | +15.6% | -10.2% |
| 5Y | +255.5% | +72.7% | +182.8% | +78.7% |
| 10Y | +78.7% | +206.6% | -127.9% | -7.8% |
| All | +159.2% | +225.8% | -66.6% | +32.7% |
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