+133.3%
PSX vs VYM
+64.0%
+69.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.2% |
| 7D | +1.5% | -1.9% | +3.4% | +3.8% |
| 30D | +15.8% | -2.6% | +18.4% | +19.5% |
| 3M | +43.0% | +3.6% | +39.4% | +36.7% |
| 6M | +61.1% | +8.7% | +52.4% | +43.9% |
| YTD | +104.5% | +14.1% | +90.4% | +70.8% |
| 1Y | +102.5% | +17.8% | +84.7% | +61.7% |
| All | +133.3% | +64.0% | +69.3% | +30.0% |
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 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