+362.6%
PSX vs VYM
+77.5%
+285.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | +1.7% | -0.8% | +2.5% | +2.7% |
| 30D | +15.6% | -2.2% | +17.9% | +18.8% |
| 3M | +46.5% | +3.1% | +43.4% | +41.0% |
| 6M | +55.0% | +9.7% | +45.3% | +37.3% |
| YTD | +105.3% | +14.9% | +90.4% | +71.4% |
| 1Y | +101.6% | +17.6% | +84.0% | +63.4% |
| 3Y | +134.1% | +65.3% | +68.8% | +27.3% |
| All | +362.6% | +77.5% | +285.0% | +127.8% |
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