+169.5%
PR vs VYM
+222.5%
-53.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +18.0% | -0.5% | +18.6% | +18.7% |
| 3M | +16.9% | +3.0% | +13.8% | +11.7% |
| 6M | +28.2% | +8.2% | +20.0% | +13.9% |
| YTD | +69.3% | +15.8% | +53.5% | +37.1% |
| 1Y | +69.5% | +20.8% | +48.7% | +29.3% |
| 3Y | +81.7% | +65.3% | +16.4% | -7.4% |
| 5Y | +422.2% | +76.6% | +345.7% | +157.7% |
| 10Y | +110.4% | +203.9% | -93.5% | +10.4% |
| All | +169.5% | +222.5% | -53.0% | +40.3% |
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