+378.1%
PSX vs VYM
+209.2%
+168.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.5% |
| 7D | +1.7% | -0.8% | +2.5% | +2.8% |
| 30D | +15.6% | -2.2% | +17.9% | +19.2% |
| 3M | +46.5% | +3.1% | +43.4% | +40.3% |
| 6M | +55.0% | +9.7% | +45.3% | +35.4% |
| YTD | +105.3% | +14.9% | +90.4% | +68.2% |
| 1Y | +101.6% | +17.6% | +84.0% | +59.9% |
| 3Y | +134.1% | +65.3% | +68.8% | +17.8% |
| 5Y | +368.7% | +78.7% | +290.0% | +110.7% |
| All | +378.1% | +209.2% | +168.9% | +13.1% |
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